SHIVA TRADING SYSTEM ENVIRONMENT Version 1.18 CANADIAN DOLLAR SPOT 5338 Trading days from 880104 to 080728 Tue Jul 29 09:32:06 2008 Rollovers enabled RolloverMonth: 12 RolloverDay: 99 Slippage: 25.00 dollars Position trading using ASCII daily data Reference price(s): weighted average with the following weights: (1) Today's high<0.00> (2) Today's low<0.00> (3) Today's close<1.00> (4) Tomorrow's open<0.00> Compute volatility using: (max high - min low) within N days Compute drawdown on an intra trade basis Reverse on protective stops: No Allow reverse below low filter: No High filter type: normal low filter type: normal MFE = Maximum Favorable Excursion of the trade equity based on closes MAE = Maximum Adverse Excursion of the trade equity based on closes TRADE/ TRADE CUM MAX MONTHLY DATE POSITION CTS EQUITY EQUITY DRAWDOWN DRAWDOWN PROFIT 880310 Enter Short 1 -97.60 -97.60 -97.60 -97.60 880311 Short 1 -77.81 -77.81 -77.81 -97.60 880314 Short 1 -42.23 -42.23 -42.23 -97.60 880315 Short 1 -216.64 -216.64 -216.64 -216.64 880316 Short 1 -304.31 -304.31 -304.31 -304.31 880317 Short 1 -316.28 -316.28 -316.28 -316.28 880318 Short 1 -412.31 -412.31 -412.31 -412.31 880321 Short 1 -416.32 -416.32 -416.32 -416.32 880322 Short 1 -524.82 -524.82 -524.82 -524.82 880323 Short 1 -613.57 -613.57 -613.57 -613.57 880324 Short 1 -718.86 -718.86 -718.86 -718.86 880325 Short 1 -674.26 -674.26 -674.26 -718.86 880328 Short 1 -885.80 -885.80 -885.80 -885.80 880329 Short 1 -930.78 -930.78 -930.78 -930.78 880330 Short 1 -934.87 -934.87 -934.87 -934.87 880331 Short 1 -975.83 -975.83 -975.83 -975.83 0.00 880401 Short 1 -988.13 -988.13 -988.13 -988.13 880404 Short 1 -885.80 -885.80 -885.80 -988.13 880405 Short 1 -698.58 -698.58 -698.58 -988.13 880406 Short 1 -731.04 -731.04 -731.04 -988.13 880407 Short 1 -388.27 -388.27 -388.27 -988.13 880408 Short 1 -512.74 -512.74 -512.74 -988.13 880411 Short 1 -731.04 -731.04 -731.04 -988.13 880412 Short 1 -922.60 -922.60 -922.60 -988.13 880413 Short 1 -832.75 -832.75 -832.75 -988.13 880414 Short 1 -934.87 -934.87 -934.87 -988.13 880415 Short 1 -1078.54 -1078.54 -1078.54 -1078.54 880418 Short 1 -1078.54 -1078.54 -1078.54 -1078.54 880419 Short 1 -1189.92 -1189.92 -1189.92 -1189.92 880420 Short 1 -1210.61 -1210.61 -1210.61 -1210.61 880421 Short 1 -1004.55 -1004.55 -1004.55 -1210.61 880422 Short 1 -1066.19 -1066.19 -1066.19 -1210.61 880425 Short 1 -1086.77 -1086.77 -1086.77 -1210.61 880426 Short 1 -1264.45 -1264.45 -1264.45 -1264.45 880427 Short 1 -1239.58 -1239.58 -1239.58 -1264.45 880428 Short 1 -1161.00 -1161.00 -1161.00 -1264.45 880429 Short 1 -1169.26 -1169.26 -1169.26 -1264.45 0.00 880502 Short 1 -1099.13 -1099.13 -1099.13 -1264.45 880503 Short 1 -865.38 -865.38 -865.38 -1264.45 880504 Short 1 -955.34 -955.34 -955.34 -1264.45 880505 Short 1 -1012.75 -1012.75 -1012.75 -1264.45 880506 Short 1 -865.38 -865.38 -865.38 -1264.45 880509 Short 1 -812.37 -812.37 -812.37 -1264.45 880510 Short 1 -853.14 -853.14 -853.14 -1264.45 880511 Short 1 -1111.49 -1111.49 -1111.49 -1264.45 880512 Short 1 -1086.77 -1086.77 -1086.77 -1264.45 880513 Short 1 -1070.31 -1070.31 -1070.31 -1264.45 880516 Short 1 -1037.41 -1037.41 -1037.41 -1264.45 880517 Short 1 -885.80 -885.80 -885.80 -1264.45 880518 Short 1 -540.93 -540.93 -540.93 -1264.45 880519 Short 1 -658.06 -658.06 -658.06 -1264.45 880520 Short 1 -645.92 -645.92 -645.92 -1264.45 880523 Short 1 -662.11 -662.11 -662.11 -1264.45 880524 Short 1 -722.92 -722.92 -722.92 -1264.45 880525 Short 1 -674.26 -674.26 -674.26 -1264.45 880526 Exit Short 1 -975.00 -975.00 -975.00 -1264.45 MFE = 0.00 MAE = -1264.45 880526 Enter Long 1 -96.86 -1071.86 -1071.86 -1264.45 880527 Long 1 -137.63 -1112.63 -1112.63 -1264.45 880530 Long 1 -121.33 -1096.33 -1096.33 -1264.45 880531 Long 1 99.74 -875.26 -875.26 -1264.45 -975.00 880601 Long 1 252.33 -722.67 -722.67 -1264.45 880602 Long 1 177.98 -797.02 -797.02 -1264.45 880603 Long 1 132.65 -842.35 -842.35 -1264.45 880606 Long 1 157.37 -817.63 -817.63 -1264.45 880607 Long 1 335.19 -639.81 -639.81 -1264.45 880608 Exit Long 1 475.00 -500.00 -500.00 -1264.45 MFE = 475.00 MAE = -137.63 880614 Exit Long 1 -756.25 -1256.25 -1256.25 -1264.45 MFE = 0.00 MAE = -756.25 880620 Enter Long 1 -3.89 -1260.14 -1260.14 -1264.45 880621 Long 1 43.36 -1212.89 -1212.89 -1264.45 880622 Long 1 -93.86 -1350.11 -1350.11 -1350.11 880623 Long 1 215.90 -1040.35 -1040.35 -1350.11 880624 Long 1 116.55 -1139.70 -1139.70 -1350.11 880627 Long 1 21.87 -1234.38 -1234.38 -1350.11 880628 Long 1 -183.51 -1439.76 -1439.76 -1439.76 880629 Long 1 -332.24 -1588.49 -1588.49 -1588.49 880630 Long 1 -264.36 -1520.61 -1520.61 -1588.49 -281.25 880701 Long 1 -560.04 -1816.29 -1816.29 -1816.29 880704 Long 1 -614.58 -1870.83 -1870.83 -1870.83 880705 Long 1 -255.86 -1512.11 -1512.11 -1870.83 880706 Long 1 34.76 -1221.49 -1221.49 -1870.83 880707 Long 1 -33.91 -1290.16 -1290.16 -1870.83 880708 Long 1 -106.68 -1362.93 -1362.93 -1870.83 880711 Long 1 -3.89 -1260.14 -1260.14 -1870.83 880712 Long 1 -93.86 -1350.11 -1350.11 -1870.83 880713 Long 1 -12.48 -1268.73 -1268.73 -1870.83 880714 Long 1 -192.03 -1448.28 -1448.28 -1870.83 880715 Long 1 -162.19 -1418.44 -1418.44 -1870.83 880718 Long 1 21.87 -1234.38 -1234.38 -1870.83 880719 Long 1 428.84 -827.41 -827.41 -1870.83 880720 Exit Long 1 475.00 -781.25 -781.25 -1870.83 MFE = 475.00 MAE = -614.58 880725 Enter Short 1 73.98 -707.27 -707.27 -1870.83 880726 Short 1 -155.82 -937.07 -937.07 -1870.83 880727 Short 1 -305.86 -1087.11 -1087.11 -1870.83 880728 Short 1 -177.20 -958.45 -958.45 -1870.83 880729 Short 1 -91.78 -873.03 -873.03 -1870.83 475.00 880801 Short 1 -224.30 -1005.55 -1005.55 -1870.83 880802 Short 1 -305.86 -1087.11 -1087.11 -1870.83 880803 Short 1 -409.25 -1190.50 -1190.50 -1870.83 880804 Short 1 -340.27 -1121.52 -1121.52 -1870.83 880805 Short 1 -241.45 -1022.70 -1022.70 -1870.83 880808 Short 1 -57.69 -838.94 -838.94 -1870.83 880809 Short 1 141.67 -639.58 -639.58 -1870.83 880810 Exit Short 1 475.00 -306.25 -306.25 -1870.83 MFE = 475.00 MAE = -409.25 475.00 880907 Enter Short 1 -42.29 -348.54 -348.54 -1870.83 880908 Short 1 35.17 -271.08 -271.08 -1870.83 880909 Short 1 43.31 -262.94 -262.94 -1870.83 880912 Short 1 -74.98 -381.23 -381.23 -1870.83 880913 Exit Short 1 -387.50 -693.75 -693.75 -1870.83 MFE = 43.31 MAE = -387.50 880913 Enter Long 1 58.27 -635.48 -635.48 -1870.83 880914 Long 1 249.63 -444.12 -444.12 -1870.83 880915 Long 1 266.34 -427.41 -427.41 -1870.83 880916 Long 1 249.63 -444.12 -444.12 -1870.83 880919 Long 1 442.45 -251.30 -251.30 -1870.83 880920 Exit Long 1 475.00 -218.75 -218.75 -1870.83 MFE = 475.00 MAE = 0.00 87.50 881031 Exit Short 1 475.00 256.25 0.00 -1870.83 MFE = 475.00 MAE = 0.00 475.00 881107 Enter Short 1 -54.36 201.89 -54.36 -1870.83 881108 Short 1 -144.87 111.38 -144.87 -1870.83 881109 Short 1 -153.11 103.14 -153.11 -1870.83 881110 Exit Short 1 -612.50 -356.25 -612.50 -1870.83 MFE = 0.00 MAE = -612.50 881110 Enter Long 1 2.18 -354.07 -610.32 -1870.83 881111 Long 1 -18.77 -375.02 -631.27 -1870.83 881114 Long 1 -397.26 -753.51 -1009.76 -1870.83 881115 Long 1 -434.39 -790.64 -1046.89 -1870.83 881116 Long 1 -302.13 -658.38 -914.63 -1870.83 881117 Long 1 -190.00 -546.25 -802.50 -1870.83 881118 Long 1 -351.81 -708.06 -964.31 -1870.83 881121 Exit Long 1 475.00 118.75 -137.50 -1870.83 MFE = 475.00 MAE = -434.39 -137.50 881214 Enter Long 1 -491.30 -372.55 -628.80 -1870.83 881215 Long 1 -655.08 -536.33 -792.58 -1870.83 881216 Long 1 -525.87 -407.12 -663.37 -1870.83 881219 Long 1 -352.57 -233.82 -490.07 -1870.83 881220 Long 1 -491.30 -372.55 -628.80 -1870.83 881221 Long 1 -313.42 -194.67 -450.92 -1870.83 881222 Long 1 -164.99 -46.24 -302.49 -1870.83 881223 Long 1 -221.84 -103.09 -359.34 -1870.83 881226 Long 1 -121.17 -2.42 -258.67 -1870.83 881227 Long 1 -252.41 -133.66 -389.91 -1870.83 881228 Long 1 -103.62 15.13 -241.12 -1870.83 881229 Long 1 -15.71 103.04 -153.21 -1870.83 881230 Long 1 -15.71 103.04 -153.21 -1870.83 0.00 890103 Long 1 1.91 120.66 -135.59 -1870.83 890104 Long 1 -77.28 41.47 -214.78 -1870.83 890105 Long 1 19.54 138.29 -117.96 -1870.83 890106 Long 1 -234.95 -116.20 -372.45 -1870.83 890109 Long 1 -339.53 -220.78 -477.03 -1870.83 890110 Long 1 -469.68 -350.93 -607.18 -1870.83 890111 Long 1 -278.57 -159.82 -416.07 -1870.83 890112 Long 1 -339.53 -220.78 -477.03 -1870.83 890113 Long 1 -278.57 -159.82 -416.07 -1870.83 890116 Long 1 -278.57 -159.82 -416.07 -1870.83 890117 Long 1 -278.57 -159.82 -416.07 -1870.83 890118 Long 1 28.36 147.11 -109.14 -1870.83 890119 Long 1 200.94 319.69 0.00 -1870.83 890120 Long 1 90.18 208.93 -110.76 -1870.83 890123 Long 1 178.75 297.50 -22.19 -1870.83 890124 Long 1 410.43 529.18 0.00 -1870.83 890125 Long 1 240.92 359.67 -169.50 -1870.83 890126 Long 1 272.07 390.82 -138.36 -1870.83 890127 Long 1 370.18 488.93 -40.24 -1870.83 890130 Long 1 482.13 600.88 0.00 -1870.83 890131 Long 1 303.24 421.99 -178.88 -1870.83 0.00 890201 Long 1 68.09 186.84 -414.04 -1870.83 890202 Long 1 116.72 235.47 -365.41 -1870.83 890203 Long 1 316.62 435.37 -165.50 -1870.83 890206 Long 1 397.01 515.76 -85.12 -1870.83 890207 Long 1 356.78 475.53 -125.34 -1870.83 890208 Long 1 321.08 439.83 -161.04 -1870.83 890209 Long 1 370.18 488.93 -111.94 -1870.83 890210 Long 1 240.92 359.67 -241.20 -1870.83 890213 Long 1 263.17 381.92 -218.96 -1870.83 890214 Long 1 361.25 480.00 -120.87 -1870.83 890215 Exit Long 1 475.00 593.75 -7.13 -1870.83 MFE = 482.13 MAE = -655.08 475.00 890403 Enter Long 1 -1.69 592.06 -8.82 -1870.83 890404 Long 1 16.07 609.82 0.00 -1870.83 890405 Long 1 -160.98 432.77 -177.04 -1870.83 890406 Long 1 -279.81 313.94 -295.88 -1870.83 890407 Long 1 -253.45 340.30 -269.52 -1870.83 890410 Long 1 -99.15 494.60 -115.22 -1870.83 890411 Long 1 -125.66 468.09 -141.73 -1870.83 890412 Long 1 -99.15 494.60 -115.22 -1870.83 890413 Long 1 7.19 600.94 -8.88 -1870.83 890414 Long 1 78.32 672.07 0.00 -1870.83 890417 Long 1 105.04 698.79 0.00 -1870.83 890418 Long 1 7.19 600.94 -97.85 -1870.83 890419 Long 1 87.22 680.97 -17.82 -1870.83 890420 Long 1 149.64 743.39 0.00 -1870.83 890421 Long 1 7.19 600.94 -142.45 -1870.83 890424 Long 1 -125.66 468.09 -275.30 -1870.83 890425 Long 1 -77.03 516.72 -226.67 -1870.83 890426 Long 1 -77.03 516.72 -226.67 -1870.83 890427 Exit Long 1 -456.25 137.50 -463.38 -1870.83 MFE = 149.64 MAE = -456.25 890427 Enter Short 1 -318.84 -181.34 -924.73 -1870.83 890428 Short 1 -509.57 -372.07 -1115.45 -1870.83 -456.25 890501 Short 1 -438.44 -300.94 -1044.33 -1870.83 890502 Short 1 -710.65 -573.15 -1316.54 -1870.83 890503 Short 1 -554.12 -416.62 -1160.01 -1870.83 890504 Short 1 -598.75 -461.25 -1204.64 -1870.83 890505 Short 1 -567.50 -430.00 -1173.39 -1870.83 890508 Short 1 -531.84 -394.34 -1137.72 -1870.83 890509 Short 1 -438.44 -300.94 -1044.33 -1870.83 890510 Short 1 -487.32 -349.82 -1093.21 -1870.83 890511 Short 1 -438.44 -300.94 -1044.33 -1870.83 890512 Short 1 -354.22 -216.72 -960.11 -1870.83 890515 Short 1 -318.84 -181.34 -924.73 -1870.83 890516 Short 1 -354.22 -216.72 -960.11 -1870.83 890517 Short 1 -235.01 -97.51 -840.89 -1870.83 890518 Short 1 -173.40 -35.90 -779.29 -1870.83 890519 Short 1 -243.82 -106.32 -849.71 -1870.83 890522 Short 1 236.50 374.00 -369.39 -1870.83 890523 Short 1 115.07 252.57 -490.81 -1870.83 890524 Exit Short 1 475.00 612.50 -130.89 -1870.83 MFE = 475.00 MAE = -710.65 475.00 890620 Enter Short 1 -414.60 197.90 -545.49 -1870.83 890621 Short 1 -637.75 -25.25 -768.64 -1870.83 890622 Short 1 -739.02 -126.52 -869.91 -1870.83 890623 Short 1 -563.16 49.34 -694.04 -1870.83 890626 Short 1 -563.16 49.34 -694.04 -1870.83 890627 Short 1 -611.41 1.09 -742.29 -1870.83 890628 Short 1 -440.75 171.75 -571.64 -1870.83 890629 Short 1 -523.75 88.75 -654.64 -1870.83 890630 Short 1 -471.30 141.20 -602.19 -1870.83 0.00 890703 Short 1 -576.31 36.19 -707.20 -1870.83 890704 Short 1 -650.95 -38.45 -781.83 -1870.83 890705 Short 1 -716.98 -104.48 -847.86 -1870.83 890706 Short 1 -730.20 -117.70 -861.09 -1870.83 890707 Short 1 -743.43 -130.93 -874.32 -1870.83 890710 Short 1 -787.59 -175.09 -918.48 -1870.83 890711 Short 1 -752.26 -139.76 -883.14 -1870.83 890712 Short 1 -778.75 -166.25 -909.64 -1870.83 890713 Short 1 -611.41 1.09 -742.29 -1870.83 890714 Short 1 -681.74 -69.24 -812.63 -1870.83 890717 Short 1 -739.02 -126.52 -869.91 -1870.83 890718 Short 1 -721.38 -108.88 -852.27 -1870.83 890719 Short 1 -836.25 -223.75 -967.14 -1870.83 890720 Short 1 -867.26 -254.76 -998.15 -1870.83 890721 Short 1 -853.96 -241.46 -984.85 -1870.83 890724 Short 1 -831.82 -219.32 -962.71 -1870.83 890725 Short 1 -889.44 -276.94 -1020.32 -1870.83 890726 Short 1 -1049.64 -437.14 -1180.53 -1870.83 890727 Short 1 -1063.03 -450.53 -1193.92 -1870.83 890728 Short 1 -1071.96 -459.46 -1202.85 -1870.83 890731 Short 1 -1174.92 -562.42 -1305.80 -1870.83 0.00 890801 Short 1 -1445.38 -832.88 -1576.27 -1870.83 890802 Short 1 -1409.16 -796.66 -1540.05 -1870.83 890803 Short 1 -1468.05 -855.55 -1598.94 -1870.83 890804 Short 1 -1278.27 -665.77 -1409.16 -1870.83 890807 Short 1 -1486.19 -873.69 -1617.08 -1870.83 890808 Short 1 -1595.32 -982.82 -1726.21 -1870.83 890809 Short 1 -1577.10 -964.60 -1707.99 -1870.83 890810 Short 1 -1604.43 -991.93 -1735.32 -1870.83 890811 Short 1 -1440.85 -828.35 -1571.74 -1870.83 890814 Short 1 -1224.30 -611.80 -1355.19 -1870.83 890815 Short 1 -1197.35 -584.85 -1328.24 -1870.83 890816 Short 1 -1354.93 -742.43 -1485.81 -1870.83 890817 Short 1 -1143.54 -531.04 -1274.43 -1870.83 890818 Short 1 -1332.35 -719.85 -1463.24 -1870.83 890821 Short 1 -1400.11 -787.61 -1531.00 -1870.83 890822 Short 1 -1490.73 -878.23 -1621.62 -1870.83 890823 Short 1 -1354.93 -742.43 -1485.81 -1870.83 890824 Short 1 -1445.38 -832.88 -1576.27 -1870.83 890825 Short 1 -1445.38 -832.88 -1576.27 -1870.83 890828 Short 1 -1572.55 -960.05 -1703.44 -1870.83 890829 Short 1 -1458.98 -846.48 -1589.86 -1870.83 890830 Short 1 -1323.33 -710.83 -1454.22 -1870.83 890831 Short 1 -1264.77 -652.27 -1395.65 -1870.83 0.00 890901 Short 1 -1134.59 -522.09 -1265.48 -1870.83 890904 Short 1 -1161.47 -548.97 -1292.35 -1870.83 890905 Short 1 -1174.92 -562.42 -1305.80 -1870.83 890906 Short 1 -1224.30 -611.80 -1355.19 -1870.83 890907 Short 1 -973.87 -361.37 -1104.76 -1870.83 890908 Short 1 -822.97 -210.47 -953.86 -1870.83 890911 Short 1 -889.44 -276.94 -1020.32 -1870.83 890912 Short 1 -885.00 -272.50 -1015.89 -1870.83 890913 Short 1 -1027.33 -414.83 -1158.22 -1870.83 890914 Short 1 -996.13 -383.63 -1127.02 -1870.83 890915 Short 1 -1022.87 -410.37 -1153.76 -1870.83 890918 Short 1 -1045.17 -432.67 -1176.06 -1870.83 890919 Short 1 -1013.95 -401.45 -1144.84 -1870.83 890920 Short 1 -1045.17 -432.67 -1176.06 -1870.83 890921 Short 1 -1071.96 -459.46 -1202.85 -1870.83 890922 Short 1 -1188.38 -575.88 -1319.26 -1870.83 890925 Short 1 -1377.51 -765.01 -1508.40 -1870.83 890926 Short 1 -1427.26 -814.76 -1558.15 -1870.83 890927 Short 1 -1341.38 -728.88 -1472.27 -1870.83 890928 Short 1 -1246.77 -634.27 -1377.66 -1870.83 890929 Short 1 -1336.87 -724.37 -1467.75 -1870.83 0.00 891002 Short 1 -1296.29 -683.79 -1427.17 -1870.83 891003 Short 1 -1418.21 -805.71 -1549.10 -1870.83 891004 Short 1 -1454.45 -841.95 -1585.34 -1870.83 891005 Short 1 -1391.07 -778.57 -1521.96 -1870.83 891006 Short 1 -1422.74 -810.24 -1553.63 -1870.83 891009 Short 1 -1495.27 -882.77 -1626.16 -1870.83 891010 Short 1 -1368.47 -755.97 -1499.36 -1870.83 891011 Short 1 -1445.38 -832.88 -1576.27 -1870.83 891012 Short 1 -1463.51 -851.01 -1594.40 -1870.83 891013 Short 1 -1409.16 -796.66 -1540.05 -1870.83 891016 Short 1 -1377.51 -765.01 -1508.40 -1870.83 891017 Short 1 -1427.26 -814.76 -1558.15 -1870.83 891018 Short 1 -1513.43 -900.93 -1644.32 -1870.83 891019 Short 1 -1486.19 -873.69 -1617.08 -1870.83 891020 Short 1 -1495.27 -882.77 -1626.16 -1870.83 891023 Exit Short 1 -1668.75 -1056.25 -1799.64 -1870.83 MFE = 0.00 MAE = -1668.75 891023 Enter Long 1 20.00 -1036.25 -1779.64 -1870.83 891024 Long 1 -57.54 -1113.79 -1857.17 -1870.83 891025 Long 1 -184.77 -1241.02 -1984.41 -1984.41 891026 Long 1 -221.01 -1277.26 -2020.65 -2020.65 891027 Long 1 -193.83 -1250.08 -1993.47 -2020.65 891030 Long 1 -157.56 -1213.81 -1957.19 -2020.65 891031 Long 1 -139.40 -1195.65 -1939.04 -2020.65 -1668.75 891101 Long 1 -166.63 -1222.88 -1966.27 -2020.65 891102 Long 1 -125.77 -1182.02 -1925.41 -2020.65 891103 Long 1 -80.31 -1136.56 -1879.94 -2020.65 891106 Long 1 -62.09 -1118.34 -1861.73 -2020.65 891107 Long 1 -25.64 -1081.89 -1825.27 -2020.65 891108 Long 1 33.71 -1022.54 -1765.92 -2020.65 891109 Long 1 184.96 -871.29 -1614.68 -2020.65 891110 Long 1 47.42 -1008.83 -1752.21 -2020.65 891113 Long 1 88.61 -967.64 -1711.03 -2020.65 891114 Long 1 29.14 -1027.11 -1770.49 -2020.65 891115 Long 1 -21.08 -1077.33 -1820.72 -2020.65 891116 Long 1 74.88 -981.37 -1724.76 -2020.65 891117 Long 1 33.71 -1022.54 -1765.92 -2020.65 891120 Long 1 -16.52 -1072.77 -1816.15 -2020.65 891121 Long 1 15.43 -1040.82 -1784.20 -2020.65 891122 Long 1 74.88 -981.37 -1724.76 -2020.65 891123 Long 1 79.45 -976.80 -1720.18 -2020.65 891124 Long 1 152.80 -903.45 -1646.83 -2020.65 891127 Long 1 166.58 -889.67 -1633.05 -2020.65 891128 Long 1 175.77 -880.48 -1623.87 -2020.65 891129 Long 1 221.76 -834.49 -1577.88 -2020.65 891130 Long 1 286.27 -769.98 -1513.37 -2020.65 0.00 891201 Long 1 253.99 -802.26 -1545.64 -2020.65 891204 Long 1 300.12 -756.13 -1499.52 -2020.65 891205 Long 1 327.83 -728.42 -1471.81 -2020.65 891206 Long 1 434.32 -621.93 -1365.32 -2020.65 891207 Long 1 397.23 -659.02 -1402.41 -2020.65 891208 Long 1 387.96 -668.29 -1411.67 -2020.65 891211 Long 1 332.45 -723.80 -1467.19 -2020.65 891212 Long 1 360.19 -696.06 -1439.45 -2020.65 891213 Exit Long 1 475.00 -581.25 -1324.64 -2020.65 MFE = 475.00 MAE = -221.01 475.00 900115 Enter Short 1 68.34 -512.91 -1256.29 -2020.65 900116 Short 1 45.27 -535.98 -1279.37 -2020.65 900117 Short 1 123.64 -457.61 -1201.00 -2020.65 900118 Exit Short 1 475.00 -106.25 -849.64 -2020.65 MFE = 475.00 MAE = 0.00 475.00 900207 Enter Short 1 -66.99 -173.24 -916.62 -2020.65 900208 Short 1 29.36 -76.89 -820.27 -2020.65 900209 Short 1 294.68 188.43 -554.96 -2020.65 900212 Short 1 238.36 132.11 -611.28 -2020.65 900213 Short 1 268.70 162.45 -580.94 -2020.65 900214 Exit Short 1 475.00 368.75 -374.64 -2020.65 MFE = 475.00 MAE = -66.99 475.00 900522 Enter Short 1 -89.89 278.86 -464.53 -2020.65 900523 Short 1 -294.29 74.46 -668.93 -2020.65 900524 Short 1 -236.37 132.38 -611.01 -2020.65 900525 Short 1 -343.40 25.35 -718.04 -2020.65 900528 Short 1 -365.76 2.99 -740.39 -2020.65 900529 Short 1 -459.85 -91.10 -834.49 -2020.65 900530 Short 1 -730.55 -361.80 -1105.19 -2020.65 900531 Short 1 -866.93 -498.18 -1241.57 -2020.65 0.00 900601 Short 1 -685.24 -316.49 -1059.88 -2020.65 900604 Short 1 -698.82 -330.07 -1073.46 -2020.65 900605 Short 1 -630.97 -262.22 -1005.61 -2020.65 900606 Exit Short 1 -962.50 -593.75 -1337.14 -2020.65 MFE = 0.00 MAE = -962.50 900606 Enter Long 1 -2.11 -595.86 -1339.24 -2020.65 900607 Long 1 -34.08 -627.83 -1371.21 -2020.65 900608 Long 1 -184.27 -778.02 -1521.40 -2020.65 900611 Long 1 -47.77 -641.52 -1384.90 -2020.65 900612 Long 1 -116.11 -709.86 -1453.25 -2020.65 900613 Long 1 -111.56 -705.31 -1448.69 -2020.65 900614 Long 1 -66.01 -659.76 -1403.14 -2020.65 900615 Long 1 -79.68 -673.43 -1416.82 -2020.65 900618 Long 1 -238.68 -832.43 -1575.81 -2020.65 900619 Long 1 -184.27 -778.02 -1521.40 -2020.65 900620 Long 1 -107.00 -700.75 -1444.14 -2020.65 900621 Long 1 -292.97 -886.72 -1630.11 -2020.65 900622 Long 1 -396.73 -990.48 -1733.87 -2020.65 900625 Long 1 -351.67 -945.42 -1688.80 -2020.65 900626 Long 1 -70.57 -664.32 -1407.70 -2020.65 900627 Long 1 7.04 -586.71 -1330.10 -2020.65 900628 Long 1 11.61 -582.14 -1325.53 -2020.65 900629 Long 1 296.58 -297.17 -1040.56 -2020.65 -962.50 900702 Long 1 352.08 -241.67 -985.05 -2020.65 900703 Long 1 356.71 -237.04 -980.42 -2020.65 900704 Long 1 347.45 -246.30 -989.69 -2020.65 900705 Long 1 273.48 -320.27 -1063.65 -2020.65 900706 Long 1 370.61 -223.14 -966.53 -2020.65 900709 Exit Long 1 475.00 -118.75 -862.14 -2020.65 MFE = 475.00 MAE = -396.73 900725 Enter Long 1 -73.29 -192.04 -935.42 -2020.65 900726 Long 1 -45.07 -163.82 -907.20 -2020.65 900727 Long 1 -35.65 -154.40 -897.79 -2020.65 900730 Long 1 16.17 -102.58 -845.97 -2020.65 900731 Long 1 6.75 -112.00 -855.39 -2020.65 475.00 900801 Long 1 -21.53 -140.28 -883.66 -2020.65 900802 Long 1 39.77 -78.98 -822.37 -2020.65 900803 Long 1 63.38 -55.37 -798.76 -2020.65 900806 Long 1 101.20 -17.55 -760.94 -2020.65 900807 Long 1 20.89 -97.86 -841.25 -2020.65 900808 Long 1 186.48 67.73 -675.65 -2020.65 900809 Long 1 243.49 124.74 -618.64 -2020.65 900810 Long 1 233.98 115.23 -628.15 -2020.65 900813 Long 1 262.52 143.77 -599.62 -2020.65 900814 Long 1 367.42 248.67 -494.72 -2020.65 900815 Long 1 386.54 267.79 -475.60 -2020.65 900816 Long 1 158.03 39.28 -704.11 -2020.65 900817 Long 1 376.98 258.23 -485.16 -2020.65 900820 Long 1 443.96 325.21 -418.17 -2020.65 900821 Exit Long 1 475.00 356.25 -387.14 -2020.65 MFE = 475.00 MAE = -73.29 475.00 901207 Enter Long 1 -33.88 322.37 -421.02 -2020.65 901210 Long 1 12.77 369.02 -374.37 -2020.65 901211 Long 1 -117.65 238.60 -504.79 -2020.65 901212 Long 1 -140.87 215.38 -528.01 -2020.65 901213 Long 1 -140.87 215.38 -528.01 -2020.65 901214 Long 1 -38.54 317.71 -425.68 -2020.65 901217 Long 1 -19.89 336.36 -407.03 -2020.65 901218 Long 1 82.89 439.14 -304.25 -2020.65 901219 Long 1 -57.18 299.07 -444.31 -2020.65 901220 Long 1 -89.75 266.50 -476.89 -2020.65 901221 Long 1 -113.00 243.25 -500.14 -2020.65 901224 Long 1 -117.65 238.60 -504.79 -2020.65 901225 Long 1 -80.45 275.80 -467.59 -2020.65 901226 Long 1 -103.71 252.54 -490.84 -2020.65 901227 Exit Long 1 -243.75 112.50 -630.89 -2020.65 MFE = 82.89 MAE = -243.75 901227 Enter Short 1 -26.86 85.64 -657.75 -2020.65 901228 Short 1 -115.04 -2.54 -745.93 -2020.65 901231 Short 1 -115.04 -2.54 -745.93 -2020.65 -243.75 910102 Short 1 -320.37 -207.87 -951.26 -2020.65 910103 Short 1 -428.32 -315.82 -1059.21 -2020.65 910104 Short 1 -513.11 -400.61 -1143.99 -2020.65 910107 Short 1 -400.12 -287.62 -1031.01 -2020.65 910108 Short 1 -465.97 -353.47 -1096.86 -2020.65 910109 Short 1 -470.68 -358.18 -1101.57 -2020.65 910110 Short 1 -442.43 -329.93 -1073.32 -2020.65 910111 Short 1 -470.68 -358.18 -1101.57 -2020.65 910114 Short 1 -631.31 -518.81 -1262.20 -2020.65 910115 Short 1 -716.73 -604.23 -1347.61 -2020.65 910116 Short 1 -569.78 -457.28 -1200.67 -2020.65 910117 Short 1 -124.35 -11.85 -755.23 -2020.65 910118 Short 1 -156.92 -44.42 -787.80 -2020.65 910121 Short 1 -142.95 -30.45 -773.84 -2020.65 910122 Short 1 -170.89 -58.39 -801.77 -2020.65 910123 Short 1 -231.52 -119.02 -862.41 -2020.65 910124 Short 1 -115.04 -2.54 -745.93 -2020.65 910125 Short 1 97.96 210.46 -532.93 -2020.65 910128 Short 1 10.18 122.68 -620.71 -2020.65 910129 Short 1 -59.32 53.18 -690.21 -2020.65 910130 Short 1 -82.52 29.98 -713.41 -2020.65 910131 Short 1 33.31 145.81 -597.58 -2020.65 0.00 910201 Short 1 -115.04 -2.54 -745.93 -2020.65 910204 Short 1 -110.39 2.11 -741.28 -2020.65 910205 Short 1 -184.87 -72.37 -815.75 -2020.65 910206 Short 1 -217.51 -105.01 -848.40 -2020.65 910207 Short 1 -161.57 -49.07 -792.46 -2020.65 910208 Short 1 -189.53 -77.03 -820.42 -2020.65 910211 Short 1 -315.68 -203.18 -946.57 -2020.65 910212 Short 1 -409.52 -297.02 -1040.40 -2020.65 910213 Short 1 -404.82 -292.32 -1035.70 -2020.65 910214 Short 1 -465.97 -353.47 -1096.86 -2020.65 910215 Short 1 -433.03 -320.53 -1063.92 -2020.65 910218 Short 1 -418.92 -306.42 -1049.81 -2020.65 910219 Short 1 -414.21 -301.71 -1045.10 -2020.65 910220 Short 1 -442.43 -329.93 -1073.32 -2020.65 910221 Exit Short 1 -643.75 -531.25 -1274.64 -2020.65 MFE = 97.96 MAE = -716.73 910221 Enter Long 1 -6.39 -537.64 -1281.03 -2020.65 910222 Long 1 -162.19 -693.44 -1436.83 -2020.65 910225 Long 1 -157.48 -688.73 -1432.12 -2020.65 910226 Long 1 -143.36 -674.61 -1418.00 -2020.65 910227 Long 1 -119.79 -651.04 -1394.43 -2020.65 910228 Long 1 -34.79 -566.04 -1309.42 -2020.65 -643.75 910301 Long 1 -152.78 -684.03 -1427.41 -2020.65 910304 Long 1 -307.75 -839.00 -1582.39 -2020.65 910305 Long 1 -391.90 -923.15 -1666.54 -2020.65 910306 Long 1 -457.18 -988.43 -1731.81 -2020.65 910307 Long 1 -503.71 -1034.96 -1778.34 -2020.65 910308 Long 1 -596.52 -1127.77 -1871.16 -2020.65 910311 Long 1 -321.79 -853.04 -1596.43 -2020.65 910312 Long 1 -232.72 -763.97 -1507.36 -2020.65 910313 Long 1 -232.72 -763.97 -1507.36 -2020.65 910314 Long 1 -237.42 -768.67 -1512.06 -2020.65 910315 Long 1 -326.47 -857.72 -1601.11 -2020.65 910318 Long 1 -242.11 -773.36 -1516.75 -2020.65 910319 Long 1 -274.95 -806.20 -1549.59 -2020.65 910320 Long 1 -387.23 -918.48 -1661.87 -2020.65 910321 Long 1 -307.75 -839.00 -1582.39 -2020.65 910322 Long 1 -419.89 -951.14 -1694.53 -2020.65 910325 Long 1 -601.15 -1132.40 -1875.79 -2020.65 910326 Long 1 -513.00 -1044.25 -1787.64 -2020.65 910327 Long 1 -471.14 -1002.39 -1745.78 -2020.65 910328 Long 1 -405.91 -937.16 -1680.54 -2020.65 910329 Long 1 -457.18 -988.43 -1731.81 -2020.65 0.00 910401 Long 1 -419.89 -951.14 -1694.53 -2020.65 910402 Long 1 -284.33 -815.58 -1558.97 -2020.65 910403 Long 1 -317.11 -848.36 -1591.75 -2020.65 910404 Long 1 -312.43 -843.68 -1587.07 -2020.65 910405 Long 1 -246.81 -778.06 -1521.44 -2020.65 910408 Long 1 -223.33 -754.58 -1497.96 -2020.65 910409 Long 1 -157.48 -688.73 -1432.12 -2020.65 910410 Long 1 -119.79 -651.04 -1394.43 -2020.65 910411 Long 1 -72.60 -603.85 -1347.24 -2020.65 910412 Long 1 -96.20 -627.45 -1370.84 -2020.65 910415 Long 1 64.73 -466.52 -1209.91 -2020.65 910416 Long 1 -1.66 -532.91 -1276.29 -2020.65 910417 Long 1 -44.24 -575.49 -1318.88 -2020.65 910418 Long 1 -129.22 -660.47 -1403.86 -2020.65 910419 Long 1 -289.01 -820.26 -1563.65 -2020.65 910422 Long 1 -466.49 -997.74 -1741.13 -2020.65 910423 Long 1 -359.21 -890.46 -1633.84 -2020.65 910424 Long 1 -242.11 -773.36 -1516.75 -2020.65 910425 Long 1 -195.13 -726.38 -1469.77 -2020.65 910426 Long 1 -152.78 -684.03 -1427.41 -2020.65 910429 Long 1 -133.93 -665.18 -1408.57 -2020.65 910430 Long 1 -181.02 -712.27 -1455.66 -2020.65 0.00 910501 Long 1 -119.79 -651.04 -1394.43 -2020.65 910502 Long 1 -11.13 -542.38 -1285.76 -2020.65 910503 Long 1 -96.20 -627.45 -1370.84 -2020.65 910506 Long 1 -77.32 -608.57 -1351.96 -2020.65 910507 Long 1 -110.36 -641.61 -1385.00 -2020.65 910508 Long 1 -138.65 -669.90 -1413.28 -2020.65 910509 Long 1 -176.32 -707.57 -1450.95 -2020.65 910510 Long 1 -96.20 -627.45 -1370.84 -2020.65 910513 Long 1 -58.42 -589.67 -1333.06 -2020.65 910514 Long 1 -105.64 -636.89 -1380.28 -2020.65 910515 Long 1 -11.13 -542.38 -1285.76 -2020.65 910516 Long 1 -25.32 -556.57 -1299.96 -2020.65 910517 Long 1 -15.86 -547.11 -1290.49 -2020.65 910520 Long 1 -11.13 -542.38 -1285.76 -2020.65 910521 Long 1 12.56 -518.69 -1262.08 -2020.65 910522 Long 1 -39.52 -570.77 -1314.15 -2020.65 910523 Long 1 -15.86 -547.11 -1290.49 -2020.65 910524 Long 1 -25.32 -556.57 -1299.96 -2020.65 910527 Long 1 36.26 -494.99 -1238.38 -2020.65 910528 Long 1 131.27 -399.98 -1143.37 -2020.65 910529 Long 1 126.51 -404.74 -1148.13 -2020.65 910530 Long 1 226.61 -304.64 -1048.02 -2020.65 910531 Long 1 212.29 -318.96 -1062.34 -2020.65 0.00 910603 Long 1 226.61 -304.64 -1048.02 -2020.65 910604 Long 1 212.29 -318.96 -1062.34 -2020.65 910605 Long 1 131.27 -399.98 -1143.37 -2020.65 910606 Long 1 145.55 -385.70 -1129.09 -2020.65 910607 Long 1 59.98 -471.27 -1214.66 -2020.65 910610 Long 1 69.47 -461.78 -1205.16 -2020.65 910611 Long 1 217.07 -314.18 -1057.57 -2020.65 910612 Long 1 231.39 -299.86 -1043.25 -2020.65 910613 Long 1 269.63 -261.62 -1005.01 -2020.65 910614 Long 1 283.98 -247.27 -990.65 -2020.65 910617 Long 1 351.07 -180.18 -923.57 -2020.65 910618 Long 1 303.13 -228.12 -971.51 -2020.65 910619 Long 1 298.34 -232.91 -976.30 -2020.65 910620 Long 1 336.67 -194.58 -937.96 -2020.65 910621 Long 1 264.85 -266.40 -1009.79 -2020.65 910624 Long 1 283.98 -247.27 -990.65 -2020.65 910625 Long 1 336.67 -194.58 -937.96 -2020.65 910626 Long 1 322.30 -208.95 -952.34 -2020.65 910627 Long 1 331.88 -199.37 -942.76 -2020.65 910628 Long 1 355.86 -175.39 -918.77 -2020.65 0.00 910701 Long 1 298.34 -232.91 -976.30 -2020.65 910702 Long 1 307.92 -223.33 -966.71 -2020.65 910703 Long 1 307.92 -223.33 -966.71 -2020.65 910704 Long 1 307.92 -223.33 -966.71 -2020.65 910705 Long 1 307.92 -223.33 -966.71 -2020.65 910708 Exit Long 1 125.00 -406.25 -1149.64 -2020.65 MFE = 355.86 MAE = -601.15 910708 Enter Short 1 42.51 -363.74 -1107.13 -2020.65 910709 Short 1 137.44 -268.81 -1012.20 -2020.65 910710 Short 1 123.22 -283.03 -1026.41 -2020.65 910711 Short 1 137.44 -268.81 -1012.20 -2020.65 910712 Short 1 123.22 -283.03 -1026.41 -2020.65 910715 Short 1 18.73 -387.52 -1130.91 -2020.65 910716 Short 1 94.77 -311.48 -1054.87 -2020.65 910717 Short 1 99.51 -306.74 -1050.13 -2020.65 910718 Exit Short 1 475.00 68.75 -674.64 -2020.65 MFE = 475.00 MAE = 0.00 600.00 910814 Enter Long 1 -9.77 58.98 -684.40 -2020.65 910815 Long 1 -33.69 35.06 -708.32 -2020.65 910816 Long 1 -86.23 -17.48 -760.86 -2020.65 910819 Long 1 -4.98 63.77 -679.62 -2020.65 910820 Long 1 62.11 130.86 -612.52 -2020.65 910821 Long 1 -71.91 -3.16 -746.54 -2020.65 910822 Long 1 -28.90 39.85 -703.54 -2020.65 910823 Long 1 -81.46 -12.71 -756.09 -2020.65 910826 Long 1 -57.58 11.17 -732.22 -2020.65 910827 Long 1 52.52 121.27 -622.12 -2020.65 910828 Long 1 90.92 159.67 -583.72 -2020.65 910829 Long 1 105.33 174.08 -569.31 -2020.65 910830 Long 1 62.11 130.86 -612.52 -2020.65 0.00 910902 Long 1 95.72 164.47 -578.91 -2020.65 910903 Long 1 90.92 159.67 -583.72 -2020.65 910904 Long 1 52.52 121.27 -622.12 -2020.65 910905 Long 1 110.14 178.89 -564.50 -2020.65 910906 Long 1 172.69 241.44 -501.95 -2020.65 910909 Long 1 119.75 188.50 -554.89 -2020.65 910910 Long 1 163.06 231.81 -511.58 -2020.65 910911 Long 1 274.05 342.80 -400.58 -2020.65 910912 Long 1 274.05 342.80 -400.58 -2020.65 910913 Long 1 346.68 415.43 -327.96 -2020.65 910916 Long 1 303.08 371.83 -371.56 -2020.65 910917 Long 1 317.61 386.36 -357.03 -2020.65 910918 Long 1 288.56 357.31 -386.07 -2020.65 910919 Long 1 366.08 434.83 -308.56 -2020.65 910920 Long 1 400.06 468.81 -274.58 -2020.65 910923 Long 1 395.20 463.95 -279.43 -2020.65 910924 Long 1 429.22 497.97 -245.42 -2020.65 910925 Long 1 385.49 454.24 -289.15 -2020.65 910926 Long 1 356.38 425.13 -318.26 -2020.65 910927 Long 1 453.54 522.29 -221.09 -2020.65 910930 Exit Long 1 475.00 543.75 -199.64 -2020.65 MFE = 475.00 MAE = -86.23 475.00 911108 Enter Short 1 -44.24 499.51 -243.88 -2020.65 911111 Short 1 19.23 562.98 -180.40 -2020.65 911112 Short 1 106.89 650.64 -92.75 -2020.65 911113 Short 1 -34.47 509.28 -234.10 -2020.65 911114 Short 1 -78.49 465.26 -278.12 -2020.65 911115 Short 1 -102.97 440.78 -302.61 -2020.65 911118 Short 1 -132.38 411.37 -332.01 -2020.65 911119 Short 1 -152.00 391.75 -351.64 -2020.65 911120 Short 1 189.42 733.17 -10.22 -2020.65 911121 Short 1 213.64 757.39 0.00 -2020.65 911122 Short 1 344.10 887.85 0.00 -2020.65 911125 Short 1 329.63 873.38 -14.47 -2020.65 911126 Short 1 233.01 776.76 -111.09 -2020.65 911127 Short 1 242.69 786.44 -101.41 -2020.65 911128 Short 1 160.32 704.07 -183.78 -2020.65 911129 Short 1 116.61 660.36 -227.49 -2020.65 0.00 911202 Short 1 77.71 621.46 -266.39 -2020.65 911203 Short 1 111.75 655.50 -232.34 -2020.65 911204 Short 1 257.20 800.95 -86.90 -2020.65 911205 Short 1 300.68 844.43 -43.41 -2020.65 911206 Short 1 218.49 762.24 -125.61 -2020.65 911209 Short 1 199.11 742.86 -144.98 -2020.65 911210 Short 1 223.33 767.08 -120.77 -2020.65 911211 Exit Short 1 475.00 1018.75 0.00 -2020.65 MFE = 475.00 MAE = -152.00 911219 Enter Short 1 57.75 1076.50 0.00 -2020.65 911220 Short 1 48.38 1067.13 -9.37 -2020.65 911223 Short 1 197.86 1216.61 0.00 -2020.65 911224 Short 1 267.65 1286.40 0.00 -2020.65 911225 Short 1 230.45 1249.20 -37.20 -2020.65 911226 Short 1 253.71 1272.46 -13.94 -2020.65 911227 Short 1 286.23 1304.98 0.00 -2020.65 911230 Exit Short 1 81.25 1100.00 0.00 -2020.65 MFE = 286.23 MAE = 0.00 911230 Enter Long 1 -54.32 1045.68 -259.30 -2020.65 911231 Long 1 48.50 1148.50 -156.48 -2020.65 556.25 920101 Long 1 48.50 1148.50 -156.48 -2020.65 920102 Long 1 269.49 1369.49 0.00 -2020.65 920103 Long 1 468.49 1568.49 0.00 -2020.65 920106 Exit Long 1 475.00 1575.00 0.00 -2020.65 MFE = 475.00 MAE = -54.32 920109 Enter Short 1 25.14 1600.14 0.00 -2020.65 920110 Short 1 284.32 1859.32 0.00 -2020.65 920113 Short 1 15.67 1590.67 -268.65 -2020.65 920114 Short 1 77.17 1652.17 -207.15 -2020.65 920115 Short 1 242.08 1817.08 -42.24 -2020.65 920116 Short 1 256.17 1831.17 -28.15 -2020.65 920117 Short 1 81.90 1656.90 -202.42 -2020.65 920120 Short 1 39.34 1614.34 -244.98 -2020.65 920121 Short 1 289.01 1864.01 0.00 -2020.65 920122 Short 1 331.18 1906.18 0.00 -2020.65 920123 Exit Short 1 475.00 2050.00 0.00 -2020.65 MFE = 475.00 MAE = 0.00 950.00 920204 Enter Short 1 8.23 2058.23 0.00 -2020.65 920205 Short 1 -77.03 1972.97 -85.26 -2020.65 920206 Short 1 3.75 2053.75 -4.48 -2020.65 920207 Short 1 -158.07 1891.93 -166.29 -2020.65 920210 Short 1 -176.10 1873.90 -184.33 -2020.65 920211 Short 1 35.09 2085.09 0.00 -2020.65 920212 Short 1 8.23 2058.23 -26.87 -2020.65 920213 Short 1 226.85 2276.85 0.00 -2020.65 920214 Short 1 271.25 2321.25 0.00 -2020.65 920217 Short 1 381.91 2431.91 0.00 -2020.65 920218 Short 1 359.82 2409.82 -22.09 -2020.65 920219 Short 1 222.41 2272.41 -159.51 -2020.65 920220 Short 1 111.08 2161.08 -270.84 -2020.65 920221 Short 1 257.94 2307.94 -123.97 -2020.65 920224 Short 1 355.40 2405.40 -26.52 -2020.65 920225 Short 1 191.28 2241.28 -190.63 -2020.65 920226 Short 1 -95.02 1954.98 -476.94 -2020.65 920227 Short 1 -95.02 1954.98 -476.94 -2020.65 920228 Short 1 44.05 2094.05 -337.87 -2020.65 0.00 920302 Short 1 262.38 2312.38 -119.54 -2020.65 920303 Exit Short 1 475.00 2525.00 0.00 -2020.65 MFE = 475.00 MAE = -176.10 475.00 920421 Enter Short 1 -155.11 2369.89 -155.11 -2020.65 920422 Short 1 1.13 2526.13 0.00 -2020.65 920423 Short 1 81.13 2606.13 0.00 -2020.65 920424 Short 1 67.81 2592.81 -13.32 -2020.65 920427 Exit Short 1 475.00 3000.00 0.00 -2020.65 MFE = 475.00 MAE = -155.11 475.00 920707 Enter Long 1 51.31 3051.31 0.00 -2020.65 920708 Long 1 174.35 3174.35 0.00 -2020.65 920709 Long 1 262.59 3262.59 0.00 -2020.65 920710 Long 1 82.01 3082.01 -180.58 -2020.65 920713 Long 1 152.34 3152.34 -110.25 -2020.65 920714 Long 1 117.15 3117.15 -145.44 -2020.65 920715 Long 1 95.19 3095.19 -167.40 -2020.65 920716 Long 1 161.14 3161.14 -101.45 -2020.65 920717 Long 1 284.70 3284.70 0.00 -2020.65 920720 Long 1 214.02 3214.02 -70.68 -2020.65 920721 Long 1 165.54 3165.54 -119.16 -2020.65 920722 Long 1 346.70 3346.70 0.00 -2020.65 920723 Long 1 227.26 3227.26 -119.44 -2020.65 920724 Long 1 178.76 3178.76 -167.94 -2020.65 920727 Long 1 342.26 3342.26 -4.43 -2020.65 920728 Long 1 337.83 3337.83 -8.87 -2020.65 920729 Long 1 453.32 3453.32 0.00 -2020.65 920730 Exit Long 1 475.00 3475.00 0.00 -2020.65 MFE = 475.00 MAE = 0.00 475.00 920827 Enter Long 1 -466.86 3008.14 -445.18 -2020.65 920828 Long 1 -510.54 2964.46 -488.86 -2020.65 920831 Long 1 -409.97 3065.03 -388.28 -2020.65 0.00 920901 Long 1 -427.49 3047.51 -405.81 -2020.65 920902 Long 1 -528.00 2947.00 -506.31 -2020.65 920903 Long 1 -501.81 2973.19 -480.13 -2020.65 920904 Long 1 -593.33 2881.67 -571.65 -2020.65 920907 Long 1 -649.83 2825.17 -628.15 -2020.65 920908 Exit Long 1 -943.75 2531.25 -943.75 -2020.65 MFE = 0.00 MAE = -943.75 920908 Enter Short 1 11.72 2542.97 -910.34 -2020.65 920909 Exit Short 1 475.00 3006.25 -447.07 -2020.65 MFE = 475.00 MAE = 0.00 920921 Enter Short 1 -3.69 3002.56 -450.76 -2020.65 920922 Short 1 94.87 3101.12 -352.20 -2020.65 920923 Short 1 331.46 3337.71 -115.60 -2020.65 920924 Exit Short 1 475.00 3481.25 0.00 -2020.65 MFE = 475.00 MAE = -3.69 920929 Enter Short 1 -504.30 2976.95 -504.30 -2020.65 920930 Short 1 -657.05 2824.20 -657.05 -2020.65 6.25 921001 Short 1 -496.28 2984.97 -496.28 -2020.65 921002 Short 1 -496.28 2984.97 -496.28 -2020.65 921005 Short 1 -624.82 2856.43 -624.82 -2020.65 921006 Short 1 -648.99 2832.26 -648.99 -2020.65 921007 Short 1 -644.96 2836.29 -644.96 -2020.65 921008 Short 1 -516.32 2964.93 -516.32 -2020.65 921009 Short 1 -492.28 2988.97 -492.28 -2020.65 921012 Short 1 -677.22 2804.03 -677.22 -2020.65 921013 Short 1 -729.74 2751.51 -729.74 -2020.65 921014 Short 1 -428.27 3052.98 -428.27 -2020.65 921015 Short 1 -596.64 2884.61 -596.64 -2020.65 921016 Short 1 -657.05 2824.20 -657.05 -2020.65 921019 Short 1 -697.41 2783.84 -697.41 -2020.65 921020 Short 1 -912.37 2568.88 -912.37 -2020.65 921021 Short 1 -855.41 2625.84 -855.41 -2020.65 921022 Short 1 -794.52 2686.73 -794.52 -2020.65 921023 Short 1 -544.41 2936.84 -544.41 -2020.65 921026 Short 1 -717.61 2763.64 -717.61 -2020.65 921027 Short 1 -1043.06 2438.19 -1043.06 -2020.65 921028 Short 1 -981.71 2499.54 -981.71 -2020.65 921029 Short 1 -912.37 2568.88 -912.37 -2020.65 921030 Short 1 -932.75 2548.50 -932.75 -2020.65 0.00 921102 Short 1 -822.92 2658.33 -822.92 -2020.65 921103 Short 1 -766.16 2715.09 -766.16 -2020.65 921104 Short 1 -620.79 2860.46 -620.79 -2020.65 921105 Short 1 -484.26 2996.99 -484.26 -2020.65 921106 Short 1 -308.68 3172.57 -308.68 -2020.65 921109 Short 1 -209.48 3271.77 -209.48 -2020.65 921110 Short 1 97.55 3578.80 0.00 -2020.65 921111 Short 1 195.15 3676.40 0.00 -2020.65 921112 Short 1 -27.95 3453.30 -223.10 -2020.65 921113 Short 1 109.28 3590.53 -85.87 -2020.65 921116 Short 1 381.47 3862.72 0.00 -2020.65 921117 Exit Short 1 475.00 3956.25 0.00 -2020.65 MFE = 475.00 MAE = -1043.06 921120 Enter Short 1 -1.45 3954.80 0.00 -2020.65 921123 Short 1 161.27 4117.52 0.00 -2020.65 921124 Short 1 127.30 4083.55 -33.97 -2020.65 921125 Short 1 66.80 4023.05 -94.47 -2020.65 921126 Short 1 -77.51 3878.74 -238.78 -2020.65 921127 Short 1 112.19 4068.44 -49.08 -2020.65 921130 Short 1 149.95 4106.20 -11.32 -2020.65 475.00 921201 Short 1 -58.47 3897.78 -219.74 -2020.65 921202 Short 1 -111.81 3844.44 -273.08 -2020.65 921203 Short 1 -345.58 3610.67 -506.85 -2020.65 921204 Short 1 -230.34 3725.91 -391.61 -2020.65 921207 Short 1 -442.04 3514.21 -603.31 -2020.65 921208 Short 1 -438.18 3518.07 -599.44 -2020.65 921209 Short 1 -403.41 3552.84 -564.68 -2020.65 921210 Short 1 -395.70 3560.55 -556.96 -2020.65 921211 Short 1 -364.85 3591.40 -526.12 -2020.65 921214 Short 1 -326.34 3629.91 -487.61 -2020.65 921215 Short 1 -161.44 3794.81 -322.71 -2020.65 921216 Short 1 -238.00 3718.25 -399.27 -2020.65 921217 Short 1 -376.41 3579.84 -537.68 -2020.65 921218 Short 1 -310.95 3645.30 -472.22 -2020.65 921221 Exit Short 1 -700.00 3256.25 -700.00 -2020.65 MFE = 161.27 MAE = -700.00 921221 Enter Long 1 -66.16 3190.09 -927.43 -2020.65 921222 Long 1 144.91 3401.16 -716.35 -2020.65 921223 Long 1 215.68 3471.93 -645.59 -2020.65 921224 Long 1 196.00 3452.25 -665.27 -2020.65 921225 Long 1 184.20 3440.45 -677.07 -2020.65 921228 Long 1 137.06 3393.31 -724.20 -2020.65 921229 Long 1 -19.41 3236.84 -880.68 -2020.65 921230 Long 1 -124.47 3131.78 -985.74 -2020.65 921231 Long 1 -213.62 3042.63 -1074.89 -2020.65 -700.00 930104 Exit Long 1 -543.75 2712.50 -1243.75 -2020.65 MFE = 215.68 MAE = -543.75 930104 Enter Short 1 90.16 2802.66 -1314.85 -2020.65 930105 Short 1 -108.60 2603.90 -1513.62 -2020.65 930106 Short 1 21.54 2734.04 -1383.47 -2020.65 930107 Short 1 29.18 2741.68 -1375.84 -2020.65 930108 Short 1 124.40 2836.90 -1280.62 -2020.65 930111 Short 1 -54.93 2657.57 -1459.95 -2020.65 930112 Short 1 -62.59 2649.91 -1467.61 -2020.65 930113 Short 1 2.45 2714.95 -1402.57 -2020.65 930114 Short 1 -5.19 2707.31 -1410.21 -2020.65 930115 Short 1 93.97 2806.47 -1311.05 -2020.65 930118 Short 1 -93.25 2619.25 -1498.27 -2020.65 930119 Short 1 -31.96 2680.54 -1436.98 -2020.65 930120 Short 1 90.16 2802.66 -1314.85 -2020.65 930121 Short 1 241.97 2954.47 -1163.05 -2020.65 930122 Short 1 40.63 2753.13 -1364.39 -2020.65 930125 Short 1 -12.84 2699.66 -1417.86 -2020.65 930126 Short 1 -297.39 2415.11 -1702.41 -2020.65 930127 Short 1 -409.81 2302.69 -1814.83 -2020.65 930128 Short 1 -390.39 2322.11 -1795.41 -2020.65 930129 Short 1 -433.14 2279.36 -1838.16 -2020.65 -543.75 930201 Short 1 -616.60 2095.90 -2021.62 -2021.62 930202 Short 1 -573.54 2138.96 -1978.56 -2021.62 930203 Short 1 -491.54 2220.96 -1896.56 -2021.62 930204 Short 1 -655.81 2056.69 -2060.83 -2060.83 930205 Short 1 -702.95 2009.55 -2107.97 -2107.97 930208 Short 1 -616.60 2095.90 -2021.62 -2107.97 930209 Short 1 -437.02 2275.48 -1842.04 -2107.97 930210 Short 1 -569.63 2142.87 -1974.65 -2107.97 930211 Exit Short 1 -987.50 1725.00 -2231.25 -2231.25 MFE = 241.97 MAE = -987.50 930211 Enter Long 1 -70.10 1654.90 -2462.62 -2462.62 930212 Long 1 -2.66 1722.34 -2395.18 -2462.62 930215 Long 1 9.26 1734.26 -2383.25 -2462.62 930216 Long 1 -149.21 1575.79 -2541.73 -2541.73 930217 Long 1 -345.90 1379.10 -2738.42 -2738.42 930218 Long 1 -247.75 1477.25 -2640.27 -2738.42 930219 Long 1 -188.68 1536.32 -2581.19 -2738.42 930222 Long 1 -180.79 1544.21 -2573.31 -2738.42 930223 Long 1 49.03 1774.03 -2343.48 -2738.42 930224 Long 1 -212.32 1512.68 -2604.84 -2738.42 930225 Long 1 148.76 1873.76 -2243.76 -2738.42 930226 Long 1 176.75 1901.75 -2215.77 -2738.42 -987.50 930301 Long 1 220.80 1945.80 -2171.71 -2738.42 930302 Long 1 309.14 2034.14 -2083.38 -2738.42 930303 Exit Long 1 475.00 2200.00 -1917.52 -2738.42 MFE = 475.00 MAE = -345.90 930312 Enter Long 1 -141.92 2058.08 -2059.44 -2738.42 930315 Long 1 -274.80 1925.20 -2192.31 -2738.42 930316 Long 1 -422.95 1777.05 -2340.47 -2738.42 930317 Long 1 -406.98 1793.02 -2324.50 -2738.42 930318 Long 1 -238.63 1961.37 -2156.15 -2738.42 930319 Long 1 -254.71 1945.29 -2172.23 -2738.42 930322 Long 1 -254.71 1945.29 -2172.23 -2738.42 930323 Long 1 -250.69 1949.31 -2168.21 -2738.42 930324 Long 1 -85.33 2114.67 -2002.85 -2738.42 930325 Long 1 -133.84 2066.16 -2051.36 -2738.42 930326 Long 1 -137.88 2062.12 -2055.40 -2738.42 930329 Long 1 -254.71 1945.29 -2172.23 -2738.42 930330 Long 1 -379.00 1821.00 -2296.52 -2738.42 930331 Long 1 -696.92 1503.08 -2614.43 -2738.42 475.00 930401 Long 1 -763.95 1436.05 -2681.47 -2738.42 930402 Long 1 -940.53 1259.47 -2858.05 -2858.05 930405 Long 1 -862.21 1337.79 -2779.73 -2858.05 930406 Long 1 -689.02 1510.98 -2606.53 -2858.05 930407 Long 1 -830.81 1369.19 -2748.33 -2858.05 930408 Long 1 -645.53 1554.47 -2563.05 -2858.05 930409 Long 1 -685.07 1514.93 -2602.58 -2858.05 930412 Long 1 -791.50 1408.50 -2709.02 -2858.05 930413 Long 1 -811.16 1388.84 -2728.68 -2858.05 930414 Long 1 -885.73 1314.27 -2803.25 -2858.05 930415 Long 1 -732.43 1467.57 -2649.94 -2858.05 930416 Long 1 -752.14 1447.86 -2669.65 -2858.05 930419 Long 1 -518.59 1681.41 -2436.11 -2858.05 930420 Long 1 -550.38 1649.62 -2467.90 -2858.05 930421 Long 1 -740.31 1459.69 -2657.83 -2858.05 930422 Long 1 -881.81 1318.19 -2799.33 -2858.05 930423 Long 1 -819.02 1380.98 -2736.54 -2858.05 930426 Long 1 -728.48 1471.52 -2646.00 -2858.05 930427 Exit Long 1 -1243.75 956.25 -3161.27 -3161.27 MFE = 0.00 MAE = -1243.75 930427 Enter Short 1 98.17 1054.42 -3063.10 -3161.27 930428 Short 1 -114.54 841.71 -3275.81 -3275.81 930429 Short 1 1.71 957.96 -3159.56 -3275.81 930430 Short 1 -48.60 907.65 -3209.87 -3275.81 -1243.75 930503 Short 1 -165.09 791.16 -3326.36 -3326.36 930504 Short 1 -36.98 919.27 -3198.25 -3326.36 930505 Short 1 78.90 1035.15 -3082.37 -3326.36 930506 Short 1 -118.43 837.82 -3279.70 -3326.36 930507 Short 1 -118.43 837.82 -3279.70 -3326.36 930510 Short 1 -64.10 892.15 -3225.37 -3326.36 930511 Short 1 144.33 1100.58 -3016.94 -3326.36 930512 Short 1 59.63 1015.88 -3101.64 -3326.36 930513 Short 1 59.63 1015.88 -3101.64 -3326.36 930514 Short 1 94.31 1050.56 -3066.95 -3326.36 930517 Short 1 163.54 1119.79 -2997.73 -3326.36 930518 Short 1 -137.86 818.39 -3299.13 -3326.36 930519 Short 1 -309.52 646.73 -3470.79 -3470.79 930520 Short 1 -145.64 810.61 -3306.91 -3470.79 930521 Short 1 -309.52 646.73 -3470.79 -3470.79 930524 Short 1 -431.18 525.07 -3592.45 -3592.45 930525 Short 1 -427.25 529.00 -3588.52 -3592.45 930526 Short 1 -348.70 607.55 -3509.97 -3592.45 930527 Short 1 -266.49 689.76 -3427.76 -3592.45 930528 Short 1 1.71 957.96 -3159.56 -3592.45 930531 Short 1 -25.37 930.88 -3186.64 -3592.45 0.00 930601 Short 1 -6.03 950.22 -3167.29 -3592.45 930602 Short 1 24.89 981.14 -3136.38 -3592.45 930603 Short 1 213.41 1169.66 -2947.86 -3592.45 930604 Short 1 282.31 1238.56 -2878.96 -3592.45 930607 Short 1 434.70 1390.95 -2726.57 -3592.45 930608 Exit Short 1 475.00 1431.25 -2686.27 -3592.45 MFE = 475.00 MAE = -431.18 475.00 930701 Enter Short 1 6.40 1437.65 -2679.86 -3592.45 930702 Short 1 -27.53 1403.72 -2713.79 -3592.45 930705 Short 1 -125.81 1305.44 -2812.08 -3592.45 930706 Short 1 -156.14 1275.11 -2842.41 -3592.45 930707 Short 1 -133.39 1297.86 -2819.66 -3592.45 930708 Short 1 -289.25 1142.00 -2975.51 -3592.45 930709 Short 1 -365.64 1065.61 -3051.90 -3592.45 930712 Short 1 -380.94 1050.31 -3067.21 -3592.45 930713 Short 1 -258.76 1172.49 -2945.03 -3592.45 930714 Short 1 -182.70 1248.55 -2868.97 -3592.45 930715 Short 1 -266.38 1164.87 -2952.64 -3592.45 930716 Short 1 -396.26 1034.99 -3082.53 -3592.45 930719 Short 1 -354.16 1077.09 -3040.43 -3592.45 930720 Short 1 -388.60 1042.65 -3074.87 -3592.45 930721 Short 1 -457.62 973.63 -3143.89 -3592.45 930722 Short 1 -270.19 1161.06 -2956.46 -3592.45 930723 Short 1 -289.25 1142.00 -2975.51 -3592.45 930726 Short 1 -262.57 1168.68 -2948.83 -3592.45 930727 Short 1 -182.70 1248.55 -2868.97 -3592.45 930728 Short 1 -129.60 1301.65 -2815.87 -3592.45 930729 Short 1 -69.06 1362.19 -2755.33 -3592.45 930730 Short 1 -103.10 1328.15 -2789.36 -3592.45 0.00 930802 Short 1 77.88 1509.13 -2608.39 -3592.45 930803 Short 1 55.33 1486.58 -2630.94 -3592.45 930804 Short 1 6.40 1437.65 -2679.86 -3592.45 930805 Short 1 134.16 1565.41 -2552.11 -3592.45 930806 Short 1 122.92 1554.17 -2563.35 -3592.45 930809 Short 1 122.92 1554.17 -2563.35 -3592.45 930810 Short 1 197.79 1629.04 -2488.48 -3592.45 930811 Exit Short 1 475.00 1906.25 -2211.27 -3592.45 MFE = 475.00 MAE = -457.62 475.00 930901 Enter Short 1 55.50 1961.75 -2155.77 -3592.45 930902 Short 1 -65.31 1840.94 -2276.58 -3592.45 930903 Short 1 37.77 1944.02 -2173.50 -3592.45 930906 Short 1 2.28 1908.53 -2208.99 -3592.45 930907 Short 1 -229.73 1676.52 -2441.00 -3592.45 930908 Short 1 -337.59 1568.66 -2548.86 -3592.45 930909 Short 1 -370.04 1536.21 -2581.31 -3592.45 930910 Short 1 -442.32 1463.93 -2653.59 -3592.45 930913 Short 1 -438.70 1467.55 -2649.97 -3592.45 930914 Short 1 -154.52 1751.73 -2365.79 -3592.45 930915 Exit Short 1 -668.75 1237.50 -2880.02 -3592.45 MFE = 55.50 MAE = -668.75 930915 Enter Long 1 -96.24 1141.26 -2976.26 -3592.45 930916 Long 1 -186.95 1050.55 -3066.97 -3592.45 930917 Long 1 -161.59 1075.91 -3041.60 -3592.45 930920 Long 1 -507.10 730.40 -3387.11 -3592.45 930921 Long 1 -406.84 830.66 -3286.86 -3592.45 930922 Long 1 -374.52 862.98 -3254.54 -3592.45 930923 Long 1 -474.92 762.58 -3354.94 -3592.45 930924 Long 1 -388.90 848.60 -3268.91 -3592.45 930927 Long 1 -628.26 609.24 -3508.28 -3592.45 930928 Long 1 -514.24 723.26 -3394.26 -3592.45 930929 Long 1 -702.79 534.71 -3582.81 -3592.45 930930 Long 1 -910.92 326.58 -3790.94 -3790.94 -668.75 931001 Long 1 -1054.48 183.02 -3934.50 -3934.50 931004 Long 1 -1141.58 95.92 -4021.60 -4021.60 931005 Long 1 -981.06 256.44 -3861.08 -4021.60 931006 Long 1 -882.81 354.69 -3762.83 -4021.60 931007 Long 1 -991.57 245.93 -3871.58 -4021.60 931008 Long 1 -762.95 474.55 -3642.97 -4021.60 931011 Long 1 -762.95 474.55 -3642.97 -4021.60 931012 Long 1 -759.42 478.08 -3639.44 -4021.60 931013 Long 1 -706.33 531.17 -3586.35 -4021.60 931014 Long 1 -628.26 609.24 -3508.28 -4021.60 931015 Long 1 -794.74 442.76 -3674.76 -4021.60 931018 Long 1 -592.69 644.81 -3472.71 -4021.60 931019 Long 1 -589.13 648.37 -3469.15 -4021.60 931020 Long 1 -277.32 960.18 -3157.33 -4021.60 931021 Long 1 -81.69 1155.81 -2961.71 -4021.60 931022 Long 1 130.22 1367.72 -2749.80 -4021.60 931025 Long 1 -154.34 1083.16 -3034.36 -4021.60 931026 Long 1 -280.93 956.57 -3160.94 -4021.60 931027 Long 1 -449.86 787.64 -3329.87 -4021.60 931028 Long 1 -442.69 794.81 -3322.71 -4021.60 931029 Long 1 -421.19 816.31 -3301.21 -4021.60 0.00 931101 Long 1 -52.57 1184.93 -2932.59 -4021.60 931102 Long 1 49.62 1287.12 -2830.40 -4021.60 931103 Long 1 -16.13 1221.37 -2896.15 -4021.60 931104 Long 1 148.58 1386.08 -2731.44 -4021.60 931105 Exit Long 1 475.00 1712.50 -2405.02 -4021.60 MFE = 475.00 MAE = -1141.58 475.00 931214 Enter Short 1 -44.14 1668.36 -2449.16 -4021.60 931215 Short 1 -40.63 1671.87 -2445.65 -4021.60 931216 Short 1 -51.17 1661.33 -2456.19 -4021.60 931217 Short 1 165.80 1878.30 -2239.22 -4021.60 931220 Short 1 304.72 2017.22 -2100.30 -4021.60 931221 Short 1 322.02 2034.52 -2083.00 -4021.60 931222 Short 1 61.07 1773.57 -2343.95 -4021.60 931223 Short 1 -273.72 1438.78 -2678.74 -4021.60 931224 Short 1 -291.47 1421.03 -2696.49 -4021.60 931227 Short 1 -273.72 1438.78 -2678.74 -4021.60 931228 Short 1 -139.23 1573.27 -2544.25 -4021.60 931229 Short 1 -19.55 1692.95 -2424.57 -4021.60 931230 Short 1 -202.84 1509.66 -2607.86 -4021.60 931231 Short 1 -469.74 1242.76 -2874.76 -4021.60 0.00 940103 Short 1 -757.79 954.71 -3162.81 -4021.60 940104 Short 1 -649.37 1063.13 -3054.38 -4021.60 940105 Short 1 -516.31 1196.19 -2921.33 -4021.60 940106 Short 1 -498.39 1214.11 -2903.41 -4021.60 940107 Short 1 -559.38 1153.12 -2964.40 -4021.60 940110 Short 1 -584.54 1127.96 -2989.56 -4021.60 940111 Short 1 -469.74 1242.76 -2874.76 -4021.60 940112 Short 1 -419.69 1292.81 -2824.71 -4021.60 940113 Short 1 -487.64 1224.86 -2892.66 -4021.60 940114 Short 1 -380.44 1332.06 -2785.46 -4021.60 940117 Short 1 -523.48 1189.02 -2928.50 -4021.60 940118 Short 1 -765.04 947.46 -3170.06 -4021.60 940119 Short 1 -855.81 856.69 -3260.82 -4021.60 940120 Short 1 -830.36 882.14 -3235.38 -4021.60 940121 Short 1 -841.26 871.24 -3246.28 -4021.60 940124 Short 1 -844.89 867.61 -3249.91 -4021.60 940125 Short 1 -812.19 900.31 -3217.21 -4021.60 940126 Short 1 -779.54 932.96 -3184.56 -4021.60 940127 Short 1 -685.45 1027.05 -3090.47 -4021.60 940128 Short 1 -355.49 1357.01 -2760.51 -4021.60 940131 Short 1 -202.84 1509.66 -2607.86 -4021.60 0.00 940201 Short 1 -146.29 1566.21 -2551.31 -4021.60 940202 Short 1 -245.34 1467.16 -2650.36 -4021.60 940203 Short 1 -202.84 1509.66 -2607.86 -4021.60 940204 Short 1 224.94 1937.44 -2180.08 -4021.60 940207 Short 1 311.64 2024.14 -2093.37 -4021.60 940208 Short 1 266.59 1979.09 -2138.42 -4021.60 940209 Short 1 266.59 1979.09 -2138.42 -4021.60 940210 Short 1 204.08 1916.58 -2200.93 -4021.60 940211 Short 1 304.72 2017.22 -2100.30 -4021.60 940214 Exit Short 1 475.00 2187.50 -1930.02 -4021.60 MFE = 475.00 MAE = -855.81 475.00 940603 Enter Long 1 -1.59 2185.91 -1931.60 -4021.60 940606 Long 1 253.76 2441.26 -1676.25 -4021.60 940607 Long 1 104.19 2291.69 -1825.83 -4021.60 940608 Long 1 51.24 2238.74 -1878.78 -4021.60 940609 Long 1 104.19 2291.69 -1825.83 -4021.60 940610 Long 1 74.39 2261.89 -1855.63 -4021.60 940613 Exit Long 1 -137.50 2050.00 -2067.52 -4021.60 MFE = 253.76 MAE = -137.50 940613 Enter Short 1 30.44 2080.44 -2037.08 -4021.60 940614 Short 1 144.85 2194.85 -1922.67 -4021.60 940615 Short 1 284.62 2334.62 -1782.90 -4021.60 940616 Short 1 271.65 2321.65 -1795.86 -4021.60 940617 Short 1 362.25 2412.25 -1705.26 -4021.60 940620 Exit Short 1 475.00 2525.00 -1592.52 -4021.60 MFE = 475.00 MAE = 0.00 337.50 940808 Enter Long 1 106.93 2631.93 -1485.58 -4021.60 940809 Long 1 278.94 2803.94 -1313.58 -4021.60 940810 Long 1 103.64 2628.64 -1488.88 -4021.60 940811 Long 1 -24.49 2500.51 -1617.01 -4021.60 940812 Long 1 -17.94 2507.06 -1610.46 -4021.60 940815 Long 1 5.01 2530.01 -1587.51 -4021.60 940816 Long 1 97.05 2622.05 -1495.47 -4021.60 940817 Long 1 97.05 2622.05 -1495.47 -4021.60 940818 Long 1 80.59 2605.59 -1511.93 -4021.60 940819 Long 1 172.93 2697.93 -1419.58 -4021.60 940822 Long 1 199.39 2724.39 -1393.13 -4021.60 940823 Long 1 143.21 2668.21 -1449.30 -4021.60 940824 Long 1 249.07 2774.07 -1343.45 -4021.60 940825 Long 1 295.54 2820.54 -1296.98 -4021.60 940826 Long 1 358.76 2883.76 -1233.76 -4021.60 940829 Long 1 462.29 2987.29 -1130.23 -4021.60 940830 Exit Long 1 504.32 3029.32 -1088.20 -4021.60 MFE = 504.32 MAE = -24.49 504.32 940906 Enter Short 1 -60.09 2969.23 -1148.29 -4021.60 940907 Short 1 -76.80 2952.52 -1165.00 -4021.60 940908 Short 1 16.65 3045.97 -1071.55 -4021.60 940909 Short 1 -43.39 2985.94 -1131.58 -4021.60 940912 Short 1 -56.75 2972.57 -1144.94 -4021.60 940913 Exit Short 1 -443.75 2585.57 -1531.95 -4021.60 MFE = 16.65 MAE = -443.75 940913 Enter Long 1 319.69 2905.26 -1212.26 -4021.60 940914 Long 1 155.05 2740.63 -1376.89 -4021.60 940915 Long 1 158.47 2744.04 -1373.47 -4021.60 940916 Long 1 233.79 2819.37 -1298.15 -4021.60 940919 Long 1 233.79 2819.37 -1298.15 -4021.60 940920 Exit Long 1 475.00 3060.57 -1056.95 -4021.60 MFE = 475.00 MAE = 0.00 31.25 941207 Enter Short 1 120.60 3181.17 -936.35 -4021.60 941208 Short 1 61.69 3122.26 -995.25 -4021.60 941209 Short 1 140.20 3200.77 -916.74 -4021.60 941212 Short 1 280.20 3340.77 -776.75 -4021.60 941213 Short 1 263.96 3324.54 -792.98 -4021.60 941214 Short 1 254.22 3314.79 -802.73 -4021.60 941215 Short 1 254.22 3314.79 -802.73 -4021.60 941216 Short 1 409.65 3470.22 -647.30 -4021.60 941219 Short 1 486.96 3547.53 -569.99 -4021.60 941220 Exit Short 1 481.25 3541.82 -575.70 -4021.60 MFE = 486.96 MAE = 0.00 481.25 950131 Enter Long 1 27.01 3568.82 -548.69 -4021.60 0.00 950201 Long 1 27.01 3568.82 -548.69 -4021.60 950202 Long 1 80.74 3622.56 -494.96 -4021.60 950203 Long 1 242.73 3784.55 -332.97 -4021.60 950206 Long 1 370.61 3912.43 -205.09 -4021.60 950207 Long 1 377.02 3918.84 -198.68 -4021.60 950208 Long 1 389.86 3931.67 -185.84 -4021.60 950209 Long 1 312.97 3854.79 -262.73 -4021.60 950210 Long 1 198.15 3739.96 -377.55 -4021.60 950213 Long 1 217.24 3759.06 -358.46 -4021.60 950214 Long 1 201.33 3743.15 -374.37 -4021.60 950215 Long 1 150.47 3692.29 -425.23 -4021.60 950216 Long 1 -145.96 3395.86 -721.66 -4021.60 950217 Long 1 166.35 3708.17 -409.35 -4021.60 950220 Long 1 121.92 3663.74 -453.78 -4021.60 950221 Exit Long 1 475.00 4016.82 -100.70 -4021.60 MFE = 475.00 MAE = -145.96 950227 Enter Short 1 -259.10 3757.71 -359.81 -4021.60 950228 Short 1 -330.21 3686.61 -430.91 -4021.60 475.00 950301 Short 1 -79.12 3937.70 -179.82 -4021.60 950302 Short 1 127.99 4144.81 0.00 -4021.60 950303 Short 1 213.46 4230.27 0.00 -4021.60 950306 Exit Short 1 475.00 4491.82 0.00 -4021.60 MFE = 475.00 MAE = -330.21 475.00 950410 Enter Long 1 50.02 4541.84 0.00 -4021.60 950411 Long 1 -80.97 4410.85 -130.99 -4021.60 950412 Long 1 214.83 4706.65 0.00 -4021.60 950413 Long 1 251.25 4743.07 0.00 -4021.60 950414 Long 1 414.19 4906.01 0.00 -4021.60 950417 Exit Long 1 475.00 4966.82 0.00 -4021.60 MFE = 475.00 MAE = -80.97 950424 Enter Long 1 -22.63 4944.18 0.00 -4021.60 950425 Long 1 -29.35 4937.47 -6.72 -4021.60 950426 Long 1 78.37 5045.19 0.00 -4021.60 950427 Long 1 10.98 4977.80 -67.39 -4021.60 950428 Long 1 264.70 5231.51 0.00 -4021.60 475.00 950501 Long 1 274.90 5241.72 0.00 -4021.60 950502 Long 1 183.20 5150.02 -91.70 -4021.60 950503 Long 1 61.50 5028.32 -213.40 -4021.60 950504 Long 1 0.89 4967.71 -274.01 -4021.60 950505 Long 1 346.48 5313.30 0.00 -4021.60 950508 Long 1 162.87 5129.69 -183.61 -4021.60 950509 Long 1 179.81 5146.63 -166.67 -4021.60 950510 Long 1 332.83 5299.65 -13.65 -4021.60 950511 Long 1 486.87 5453.68 0.00 -4021.60 950512 Long 1 401.16 5367.98 -85.70 -4021.60 950515 Long 1 162.87 5129.69 -323.99 -4021.60 950516 Long 1 322.60 5289.41 -164.27 -4021.60 950517 Long 1 281.71 5248.53 -205.16 -4021.60 950518 Long 1 271.50 5238.32 -215.36 -4021.60 950519 Long 1 264.70 5231.51 -222.17 -4021.60 950522 Exit Long 1 -68.75 4898.07 -555.62 -4021.60 MFE = 486.87 MAE = -68.75 950522 Enter Short 1 79.45 4977.51 -476.17 -4021.60 950523 Short 1 -37.92 4860.15 -593.53 -4021.60 950524 Short 1 -11.04 4887.03 -566.65 -4021.60 950525 Short 1 146.24 5044.30 -409.38 -4021.60 950526 Short 1 229.46 5127.53 -326.16 -4021.60 950529 Short 1 156.24 5054.31 -399.37 -4021.60 950530 Short 1 229.46 5127.53 -326.16 -4021.60 950531 Short 1 162.91 5060.97 -392.71 -4021.60 -68.75 950601 Short 1 262.66 5160.73 -292.96 -4021.60 950602 Short 1 394.99 5293.06 -160.63 -4021.60 950605 Short 1 414.77 5312.84 -140.85 -4021.60 950606 Exit Short 1 475.00 5373.07 -80.62 -4021.60 MFE = 475.00 MAE = -37.92 475.00 951020 Enter Short 1 154.05 5527.12 0.00 -4021.60 951023 Exit Short 1 475.00 5848.07 0.00 -4021.60 MFE = 475.00 MAE = 0.00 475.00 960116 Enter Short 1 -15.04 5833.02 0.00 -4021.60 960117 Short 1 -142.29 5705.78 -127.24 -4021.60 960118 Short 1 -172.53 5675.54 -157.49 -4021.60 960119 Short 1 -102.03 5746.04 -86.99 -4021.60 960122 Short 1 14.99 5863.05 0.00 -4021.60 960123 Short 1 -21.72 5826.34 -36.71 -4021.60 960124 Short 1 78.26 5926.33 0.00 -4021.60 960125 Short 1 346.05 6194.12 0.00 -4021.60 960126 Exit Short 1 475.00 6323.07 0.00 -4021.60 MFE = 475.00 MAE = -172.53 475.00 960214 Enter Short 1 44.68 6367.74 0.00 -4021.60 960215 Short 1 38.11 6361.18 -6.56 -4021.60 960216 Short 1 67.64 6390.70 0.00 -4021.60 960219 Short 1 208.15 6531.22 0.00 -4021.60 960220 Short 1 106.94 6430.00 -101.22 -4021.60 960221 Short 1 -57.28 6265.79 -265.43 -4021.60 960222 Short 1 -149.76 6173.31 -357.91 -4021.60 960223 Short 1 -90.26 6232.81 -298.41 -4021.60 960226 Short 1 -163.00 6160.07 -371.15 -4021.60 960227 Short 1 -146.45 6176.62 -354.60 -4021.60 960228 Short 1 -86.96 6236.10 -295.12 -4021.60 960229 Short 1 -292.52 6030.55 -500.67 -4021.60 0.00 960301 Short 1 -249.26 6073.80 -457.42 -4021.60 960304 Short 1 -239.29 6083.78 -447.44 -4021.60 960305 Short 1 -206.09 6116.98 -414.24 -4021.60 960306 Short 1 -355.89 5967.18 -564.04 -4021.60 960307 Short 1 -226.01 6097.06 -434.16 -4021.60 960308 Short 1 -355.89 5967.18 -564.04 -4021.60 960311 Short 1 -442.88 5880.19 -651.04 -4021.60 960312 Short 1 -339.19 5983.88 -547.35 -4021.60 960313 Short 1 -349.21 5973.86 -557.36 -4021.60 960314 Short 1 -355.89 5967.18 -564.04 -4021.60 960315 Exit Short 1 -593.75 5729.32 -593.75 -4021.60 MFE = 208.15 MAE = -593.75 960315 Enter Long 1 -58.72 5670.60 -860.62 -4021.60 960318 Long 1 103.24 5832.55 -698.67 -4021.60 960319 Long 1 116.79 5846.11 -685.11 -4021.60 960320 Long 1 72.78 5802.10 -729.12 -4021.60 960321 Long 1 -1.49 5727.83 -803.40 -4021.60 960322 Long 1 -18.34 5710.98 -820.24 -4021.60 960325 Long 1 -28.44 5700.88 -830.34 -4021.60 960326 Long 1 8.62 5737.94 -793.28 -4021.60 960327 Long 1 -41.90 5687.41 -843.81 -4021.60 960328 Long 1 -62.08 5667.23 -863.99 -4021.60 960329 Long 1 89.70 5819.02 -712.20 -4021.60 -593.75 960401 Long 1 252.71 5982.03 -549.19 -4021.60 960402 Long 1 232.27 5961.59 -569.63 -4021.60 960403 Long 1 143.91 5873.23 -657.99 -4021.60 960404 Long 1 143.91 5873.23 -657.99 -4021.60 960405 Long 1 208.45 5937.76 -593.46 -4021.60 960408 Long 1 140.52 5869.83 -661.39 -4021.60 960409 Long 1 113.40 5842.72 -688.50 -4021.60 960410 Long 1 188.05 5917.36 -613.86 -4021.60 960411 Long 1 174.45 5903.77 -627.45 -4021.60 960412 Long 1 181.25 5910.57 -620.65 -4021.60 960415 Long 1 211.85 5941.17 -590.06 -4021.60 960416 Long 1 106.62 5835.94 -695.28 -4021.60 960417 Long 1 184.65 5913.97 -617.25 -4021.60 960418 Exit Long 1 -56.25 5673.07 -650.00 -4021.60 MFE = 252.71 MAE = -62.08 960418 Enter Short 1 17.39 5690.45 -840.77 -4021.60 960419 Short 1 -19.65 5653.42 -877.81 -4021.60 960422 Short 1 7.29 5680.36 -850.86 -4021.60 960423 Short 1 -29.76 5643.31 -887.91 -4021.60 960424 Exit Short 1 -250.00 5423.07 -900.00 -4021.60 MFE = 17.39 MAE = -250.00 960424 Enter Long 1 -289.43 5133.64 -1397.58 -4021.60 960425 Long 1 -208.72 5214.35 -1316.87 -4021.60 960426 Long 1 -154.76 5268.31 -1262.91 -4021.60 960429 Long 1 -188.50 5234.57 -1296.65 -4021.60 960430 Long 1 -151.38 5271.69 -1259.53 -4021.60 -306.25 960501 Long 1 -154.76 5268.31 -1262.91 -4021.60 960502 Long 1 -212.09 5210.98 -1320.24 -4021.60 960503 Long 1 -296.14 5126.93 -1404.29 -4021.60 960506 Long 1 -286.07 5137.00 -1394.23 -4021.60 960507 Long 1 -269.27 5153.79 -1377.43 -4021.60 960508 Long 1 -326.32 5096.75 -1434.47 -4021.60 960509 Long 1 -359.81 5063.25 -1467.97 -4021.60 960510 Long 1 -473.31 4949.76 -1581.47 -4021.60 960513 Long 1 -306.20 5116.86 -1414.36 -4021.60 960514 Long 1 -419.97 5003.10 -1528.12 -4021.60 960515 Long 1 -396.59 5026.47 -1504.75 -4021.60 960516 Long 1 -439.99 4983.08 -1548.14 -4021.60 960517 Long 1 -439.99 4983.08 -1548.14 -4021.60 960520 Long 1 -529.85 4893.22 -1638.00 -4021.60 960521 Long 1 -539.81 4883.26 -1647.97 -4021.60 960522 Long 1 -539.81 4883.26 -1647.97 -4021.60 960523 Long 1 -619.36 4803.71 -1727.52 -4021.60 960524 Long 1 -572.99 4850.07 -1681.15 -4021.60 960527 Long 1 -586.25 4836.82 -1694.40 -4021.60 960528 Long 1 -678.84 4744.23 -1786.99 -4021.60 960529 Long 1 -556.41 4866.66 -1664.56 -4021.60 960530 Long 1 -446.66 4976.41 -1554.81 -4021.60 960531 Long 1 -423.31 4999.76 -1531.46 -4021.60 0.00 960603 Long 1 -419.97 5003.10 -1528.12 -4021.60 960604 Long 1 -403.28 5019.79 -1511.43 -4021.60 960605 Long 1 -322.97 5100.10 -1431.12 -4021.60 960606 Long 1 -272.63 5150.43 -1380.79 -4021.60 960607 Long 1 -279.35 5143.72 -1387.50 -4021.60 960610 Long 1 -255.83 5167.23 -1363.99 -4021.60 960611 Long 1 -312.91 5110.16 -1421.07 -4021.60 960612 Long 1 -379.88 5043.19 -1488.04 -4021.60 960613 Long 1 -386.57 5036.50 -1494.72 -4021.60 960614 Long 1 -302.85 5120.22 -1411.00 -4021.60 960617 Long 1 -386.57 5036.50 -1494.72 -4021.60 960618 Long 1 -419.97 5003.10 -1528.12 -4021.60 960619 Long 1 -373.20 5049.87 -1481.35 -4021.60 960620 Long 1 -343.07 5080.00 -1451.23 -4021.60 960621 Long 1 -272.63 5150.43 -1380.79 -4021.60 960624 Long 1 -110.82 5312.25 -1218.97 -4021.60 960625 Long 1 -90.51 5332.55 -1198.67 -4021.60 960626 Long 1 -141.25 5281.82 -1249.40 -4021.60 960627 Long 1 -242.39 5180.68 -1350.54 -4021.60 960628 Long 1 -239.02 5184.05 -1347.17 -4021.60 0.00 960701 Long 1 -232.29 5190.78 -1340.44 -4021.60 960702 Long 1 -117.58 5305.48 -1225.74 -4021.60 960703 Long 1 -144.63 5278.44 -1252.78 -4021.60 960704 Long 1 -97.29 5325.78 -1205.44 -4021.60 960705 Exit Long 1 -268.75 5154.32 -1376.90 -4021.60 MFE = 0.00 MAE = -678.84 960705 Enter Short 1 146.16 5300.48 -1230.74 -4021.60 960708 Short 1 216.24 5370.56 -1160.66 -4021.60 960709 Short 1 129.45 5283.76 -1247.46 -4021.60 960710 Short 1 132.79 5287.10 -1244.12 -4021.60 960711 Short 1 236.22 5390.54 -1140.68 -4021.60 960712 Short 1 199.57 5353.89 -1177.33 -4021.60 960715 Short 1 256.19 5410.50 -1120.72 -4021.60 960716 Short 1 212.91 5367.22 -1164.00 -4021.60 960717 Short 1 329.24 5483.56 -1047.66 -4021.60 960718 Short 1 52.39 5206.71 -1324.52 -4021.60 960719 Short 1 119.41 5273.73 -1257.49 -4021.60 960722 Short 1 209.58 5363.89 -1167.33 -4021.60 960723 Short 1 276.13 5430.45 -1100.77 -4021.60 960724 Short 1 262.84 5417.16 -1114.06 -4021.60 960725 Short 1 421.88 5576.20 -955.02 -4021.60 960726 Short 1 388.84 5543.16 -988.06 -4021.60 960729 Short 1 322.61 5476.93 -1054.29 -4021.60 960730 Short 1 362.37 5516.69 -1014.53 -4021.60 960731 Short 1 385.53 5539.85 -991.37 -4021.60 -268.75 960801 Exit Short 1 193.75 5348.07 -1183.15 -4021.60 MFE = 421.88 MAE = 0.00 960801 Enter Long 1 -120.44 5227.63 -1303.59 -4021.60 960802 Long 1 -170.09 5177.98 -1353.24 -4021.60 960805 Long 1 -196.53 5151.54 -1379.68 -4021.60 960806 Long 1 -120.44 5227.63 -1303.59 -4021.60 960807 Long 1 -83.95 5264.11 -1267.11 -4021.60 960808 Long 1 -34.11 5313.96 -1217.26 -4021.60 960809 Long 1 -10.81 5337.26 -1193.97 -4021.60 960812 Long 1 -57.38 5290.69 -1240.54 -4021.60 960813 Long 1 -143.62 5204.44 -1326.78 -4021.60 960814 Long 1 -143.62 5204.44 -1326.78 -4021.60 960815 Long 1 -146.93 5201.14 -1330.08 -4021.60 960816 Long 1 -130.38 5217.69 -1313.53 -4021.60 960819 Long 1 -83.95 5264.11 -1267.11 -4021.60 960820 Long 1 -130.38 5217.69 -1313.53 -4021.60 960821 Long 1 -146.93 5201.14 -1330.08 -4021.60 960822 Long 1 22.51 5370.58 -1160.64 -4021.60 960823 Long 1 -24.13 5323.94 -1207.28 -4021.60 960826 Long 1 -20.80 5327.27 -1203.95 -4021.60 960827 Long 1 52.54 5400.61 -1130.61 -4021.60 960828 Long 1 142.88 5490.95 -1040.27 -4021.60 960829 Long 1 99.34 5447.41 -1083.81 -4021.60 960830 Long 1 55.89 5403.95 -1127.27 -4021.60 193.75 960902 Long 1 22.51 5370.58 -1160.64 -4021.60 960903 Long 1 -4.15 5343.92 -1187.30 -4021.60 960904 Long 1 9.17 5357.24 -1173.98 -4021.60 960905 Long 1 -107.18 5240.89 -1290.33 -4021.60 960906 Long 1 -107.18 5240.89 -1290.33 -4021.60 960909 Long 1 -20.80 5327.27 -1203.95 -4021.60 960910 Long 1 -20.80 5327.27 -1203.95 -4021.60 960911 Long 1 -44.09 5303.98 -1227.24 -4021.60 960912 Long 1 -64.03 5284.04 -1247.19 -4021.60 960913 Long 1 9.17 5357.24 -1173.98 -4021.60 960916 Long 1 -17.47 5330.59 -1200.63 -4021.60 960917 Long 1 -30.78 5317.28 -1213.94 -4021.60 960918 Long 1 -54.06 5294.01 -1237.21 -4021.60 960919 Long 1 -17.47 5330.59 -1200.63 -4021.60 960920 Long 1 89.30 5437.37 -1093.85 -4021.60 960923 Long 1 99.34 5447.41 -1083.81 -4021.60 960924 Long 1 96.00 5444.07 -1087.15 -4021.60 960925 Long 1 116.08 5464.15 -1067.07 -4021.60 960926 Long 1 62.56 5410.63 -1120.59 -4021.60 960927 Long 1 240.31 5588.38 -942.84 -4021.60 960930 Long 1 270.63 5618.70 -912.52 -4021.60 0.00 961001 Long 1 358.45 5706.52 -824.70 -4021.60 961002 Long 1 351.68 5699.75 -831.47 -4021.60 961003 Long 1 321.25 5669.32 -861.90 -4021.60 961004 Exit Long 1 475.00 5823.07 -708.15 -4021.60 MFE = 475.00 MAE = -196.53 475.00 961227 Enter Short 1 24.94 5848.00 -683.22 -4021.60 961230 Short 1 118.28 5941.35 -589.87 -4021.60 961231 Short 1 128.26 5951.33 -579.89 -4021.60 0.00 970102 Short 1 297.24 6120.31 -410.91 -4021.60 970103 Short 1 108.30 5931.37 -599.85 -4021.60 970106 Short 1 -48.68 5774.39 -756.83 -4021.60 970107 Short 1 -372.70 5450.37 -1080.85 -4021.60 970108 Short 1 -498.80 5324.26 -1206.96 -4021.60 970109 Short 1 -478.31 5344.76 -1186.46 -4021.60 970110 Short 1 -635.92 5187.15 -1344.07 -4021.60 970113 Short 1 -673.77 5149.30 -1381.92 -4021.60 970114 Short 1 -498.80 5324.26 -1206.96 -4021.60 970115 Exit Short 1 -843.75 4979.32 -1551.90 -4021.60 MFE = 297.24 MAE = -843.75 970115 Enter Long 1 20.91 5000.22 -1531.00 -4021.60 970116 Long 1 69.51 5048.83 -1482.39 -4021.60 970117 Long 1 76.46 5055.78 -1475.44 -4021.60 970120 Long 1 146.10 5125.42 -1405.81 -4021.60 970121 Long 1 226.43 5205.75 -1325.47 -4021.60 970122 Long 1 156.56 5135.88 -1395.34 -4021.60 970123 Long 1 -44.90 4934.42 -1596.80 -4021.60 970124 Long 1 -206.88 4772.43 -1758.79 -4021.60 970127 Long 1 -27.60 4951.72 -1579.50 -4021.60 970128 Long 1 86.89 5066.21 -1465.01 -4021.60 970129 Long 1 -113.97 4865.35 -1665.87 -4021.60 970130 Long 1 -148.43 4830.89 -1700.33 -4021.60 970131 Long 1 -144.98 4834.33 -1696.89 -4021.60 -843.75 970203 Long 1 -58.73 4920.59 -1610.63 -4021.60 970204 Long 1 -34.52 4944.80 -1586.43 -4021.60 970205 Long 1 -65.64 4913.67 -1617.55 -4021.60 970206 Long 1 -268.62 4710.69 -1820.53 -4021.60 970207 Long 1 -258.35 4720.97 -1810.25 -4021.60 970210 Long 1 -395.02 4584.30 -1946.92 -4021.60 970211 Long 1 -446.05 4533.27 -1997.95 -4021.60 970212 Long 1 -439.26 4540.06 -1991.16 -4021.60 970213 Long 1 -296.01 4683.31 -1847.92 -4021.60 970214 Long 1 -220.62 4758.70 -1772.52 -4021.60 970217 Long 1 -309.69 4669.63 -1861.59 -4021.60 970218 Exit Long 1 -525.00 4454.32 -2076.90 -4021.60 MFE = 226.43 MAE = -525.00 970218 Enter Short 1 -104.98 4349.33 -2181.89 -4021.60 970219 Short 1 78.24 4532.56 -1998.66 -4021.60 970220 Short 1 132.25 4586.57 -1944.65 -4021.60 970221 Short 1 226.46 4680.78 -1850.44 -4021.60 970224 Short 1 159.21 4613.53 -1917.69 -4021.60 970225 Short 1 68.10 4522.41 -2008.81 -4021.60 970226 Short 1 310.25 4764.57 -1766.65 -4021.60 970227 Short 1 377.07 4831.39 -1699.84 -4021.60 970228 Short 1 353.71 4808.02 -1723.20 -4021.60 -525.00 970303 Short 1 310.25 4764.57 -1766.65 -4021.60 970304 Short 1 403.74 4858.06 -1673.16 -4021.60 970305 Short 1 390.41 4844.73 -1686.50 -4021.60 970306 Short 1 233.18 4687.50 -1843.73 -4021.60 970307 Short 1 413.73 4868.05 -1663.17 -4021.60 970310 Short 1 470.28 4924.60 -1606.62 -4021.60 970311 Short 1 333.66 4787.98 -1743.24 -4021.60 970312 Short 1 176.04 4630.36 -1900.86 -4021.60 970313 Short 1 293.52 4747.84 -1783.38 -4021.60 970314 Short 1 260.02 4714.34 -1816.88 -4021.60 970317 Exit Short 1 475.00 4929.32 -1601.90 -4021.60 MFE = 475.00 MAE = -104.98 475.00 970501 Enter Long 1 16.32 4945.63 -1585.59 -4021.60 970502 Long 1 267.51 5196.83 -1334.39 -4021.60 970505 Long 1 316.77 5246.09 -1285.13 -4021.60 970506 Long 1 333.22 5262.53 -1268.69 -4021.60 970507 Long 1 215.09 5144.40 -1386.82 -4021.60 970508 Long 1 87.80 5017.12 -1514.10 -4021.60 970509 Long 1 -80.80 4848.52 -1682.70 -4021.60 970512 Long 1 -12.86 4916.46 -1614.76 -4021.60 970513 Long 1 78.04 5007.36 -1523.86 -4021.60 970514 Long 1 -42.00 4887.32 -1643.90 -4021.60 970515 Exit Long 1 475.00 5404.32 -1126.90 -4021.60 MFE = 475.00 MAE = -80.80 970527 Enter Short 1 25.21 5429.53 -1101.69 -4021.60 970528 Short 1 -118.36 5285.96 -1245.26 -4021.60 970529 Short 1 -144.56 5259.76 -1271.46 -4021.60 970530 Short 1 -276.03 5128.29 -1402.93 -4021.60 475.00 970602 Short 1 -375.13 5029.19 -1502.03 -4021.60 970603 Short 1 -292.51 5111.81 -1419.42 -4021.60 970604 Short 1 -279.32 5124.99 -1406.23 -4021.60 970605 Short 1 -266.14 5138.18 -1393.04 -4021.60 970606 Short 1 -75.85 5328.47 -1202.75 -4021.60 970609 Short 1 93.41 5497.73 -1033.49 -4021.60 970610 Short 1 80.44 5484.76 -1046.47 -4021.60 970611 Short 1 67.46 5471.77 -1059.45 -4021.60 970612 Exit Short 1 -106.25 5298.07 -1233.15 -4021.60 MFE = 93.41 MAE = -375.13 970612 Enter Long 1 1.13 5299.20 -1232.02 -4021.60 970613 Long 1 43.65 5341.72 -1189.50 -4021.60 970616 Long 1 -122.72 5175.35 -1355.87 -4021.60 970617 Long 1 -106.46 5191.61 -1339.61 -4021.60 970618 Long 1 -326.56 4971.51 -1559.71 -4021.60 970619 Long 1 -155.20 5142.87 -1388.35 -4021.60 970620 Long 1 -207.07 5091.00 -1440.22 -4021.60 970623 Long 1 -174.66 5123.41 -1407.81 -4021.60 970624 Long 1 -274.96 5023.10 -1508.12 -4021.60 970625 Long 1 -365.17 4932.89 -1598.33 -4021.60 970626 Long 1 20.75 5318.81 -1212.41 -4021.60 970627 Long 1 86.26 5384.33 -1146.89 -4021.60 970630 Long 1 53.48 5351.55 -1179.67 -4021.60 -106.25 970701 Long 1 102.67 5400.74 -1130.48 -4021.60 970702 Long 1 244.28 5542.34 -988.88 -4021.60 970703 Long 1 313.75 5611.82 -919.40 -4021.60 970704 Long 1 267.41 5565.48 -965.74 -4021.60 970707 Long 1 161.84 5459.91 -1071.32 -4021.60 970708 Long 1 290.57 5588.64 -942.58 -4021.60 970709 Long 1 270.72 5568.78 -962.44 -4021.60 970710 Long 1 300.50 5598.56 -932.66 -4021.60 970711 Long 1 420.03 5718.09 -813.13 -4021.60 970714 Exit Long 1 475.00 5773.07 -758.15 -4021.60 MFE = 475.00 MAE = -365.17 970728 Enter Long 1 -354.50 5418.57 -1112.65 -4021.60 970729 Long 1 -318.64 5454.42 -1076.80 -4021.60 970730 Long 1 -200.90 5572.16 -959.06 -4021.60 970731 Long 1 -108.91 5664.16 -867.06 -4021.60 475.00 970801 Long 1 -214.02 5559.05 -972.18 -4021.60 970804 Long 1 -145.10 5627.97 -903.25 -4021.60 970805 Long 1 -194.34 5578.72 -952.50 -4021.60 970806 Exit Long 1 -396.08 5376.99 -1154.23 -4021.60 MFE = 0.00 MAE = -396.08 970806 Enter Short 1 58.20 5435.19 -1096.03 -4021.60 970807 Short 1 74.43 5451.42 -1079.81 -4021.60 970808 Short 1 155.37 5532.36 -998.86 -4021.60 970811 Short 1 236.03 5613.02 -918.21 -4021.60 970812 Short 1 232.81 5609.80 -921.42 -4021.60 970813 Short 1 232.81 5609.80 -921.42 -4021.60 970814 Short 1 155.37 5532.36 -998.86 -4021.60 970815 Short 1 158.60 5535.59 -995.63 -4021.60 970818 Short 1 90.64 5467.62 -1063.60 -4021.60 970819 Short 1 287.50 5664.48 -866.74 -4021.60 970820 Short 1 203.80 5580.79 -950.43 -4021.60 970821 Short 1 242.47 5619.46 -911.76 -4021.60 970822 Short 1 194.13 5571.11 -960.11 -4021.60 970825 Short 1 171.53 5548.52 -982.71 -4021.60 970826 Short 1 242.47 5619.46 -911.76 -4021.60 970827 Short 1 103.60 5480.59 -1050.63 -4021.60 970828 Short 1 110.08 5487.06 -1044.16 -4021.60 970829 Short 1 80.91 5457.90 -1073.32 -4021.60 -396.08 970901 Short 1 80.91 5457.90 -1073.32 -4021.60 970902 Exit Short 1 -143.75 5233.24 -1297.98 -4021.60 MFE = 287.50 MAE = -143.75 970902 Enter Long 1 -36.94 5196.30 -1334.92 -4021.60 970903 Long 1 -53.26 5179.97 -1351.25 -4021.60 970904 Long 1 -79.36 5153.88 -1377.35 -4021.60 970905 Long 1 28.48 5261.72 -1269.50 -4021.60 970908 Long 1 25.21 5258.44 -1272.78 -4021.60 970909 Long 1 -72.84 5160.40 -1370.82 -4021.60 970910 Long 1 -147.72 5085.52 -1445.70 -4021.60 970911 Long 1 -338.67 4894.57 -1636.66 -4021.60 970912 Long 1 -351.56 4881.68 -1649.54 -4021.60 970915 Long 1 -299.96 4933.27 -1597.95 -4021.60 970916 Long 1 -170.46 5062.78 -1468.44 -4021.60 970917 Long 1 -193.18 5040.06 -1491.16 -4021.60 970918 Long 1 -309.65 4923.59 -1607.63 -4021.60 970919 Long 1 -215.87 5017.37 -1513.86 -4021.60 970922 Long 1 -206.15 5027.09 -1504.13 -4021.60 970923 Long 1 -280.58 4952.65 -1578.57 -4021.60 970924 Long 1 -176.95 5056.29 -1474.93 -4021.60 970925 Long 1 -46.74 5186.50 -1344.72 -4021.60 970926 Long 1 -76.10 5157.14 -1374.08 -4021.60 970929 Long 1 -14.06 5219.18 -1312.05 -4021.60 970930 Long 1 18.65 5251.89 -1279.33 -4021.60 -143.75 971001 Long 1 153.30 5386.54 -1144.68 -4021.60 971002 Long 1 258.95 5492.19 -1039.03 -4021.60 971003 Long 1 345.15 5578.39 -952.83 -4021.60 971006 Long 1 335.19 5568.43 -962.80 -4021.60 971007 Long 1 315.28 5548.51 -982.71 -4021.60 971008 Long 1 335.19 5568.43 -962.80 -4021.60 971009 Long 1 268.88 5502.12 -1029.11 -4021.60 971010 Long 1 113.81 5347.05 -1184.17 -4021.60 971013 Long 1 51.42 5284.66 -1246.56 -4021.60 971014 Long 1 18.65 5251.89 -1279.33 -4021.60 971015 Long 1 -121.70 5111.54 -1419.68 -4021.60 971016 Long 1 -147.72 5085.52 -1445.70 -4021.60 971017 Long 1 -131.46 5101.78 -1429.44 -4021.60 971020 Long 1 -66.31 5166.92 -1364.30 -4021.60 971021 Exit Long 1 -268.75 4964.49 -1566.73 -4021.60 MFE = 345.15 MAE = -351.56 971021 Enter Short 1 -1.97 4962.52 -1568.71 -4021.60 971022 Short 1 62.67 5027.16 -1504.06 -4021.60 971023 Short 1 27.14 4991.63 -1539.60 -4021.60 971024 Short 1 85.25 5049.74 -1481.48 -4021.60 971027 Short 1 370.38 5334.87 -1196.35 -4021.60 971028 Exit Short 1 475.00 5439.49 -1091.73 -4021.60 MFE = 475.00 MAE = -1.97 206.25 971107 Enter Short 1 48.55 5488.04 -1043.18 -4021.60 971110 Short 1 -30.29 5409.19 -1122.03 -4021.60 971111 Short 1 -20.82 5418.67 -1112.55 -4021.60 971112 Short 1 29.65 5469.14 -1062.08 -4021.60 971113 Short 1 39.10 5478.59 -1052.63 -4021.60 971114 Short 1 177.25 5616.74 -914.48 -4021.60 971117 Short 1 283.41 5722.90 -808.32 -4021.60 971118 Short 1 214.78 5654.27 -876.96 -4021.60 971119 Short 1 258.48 5697.97 -833.25 -4021.60 971120 Short 1 398.36 5837.85 -693.37 -4021.60 971121 Short 1 330.09 5769.57 -761.65 -4021.60 971124 Short 1 429.33 5868.82 -662.40 -4021.60 971125 Short 1 289.64 5729.13 -802.09 -4021.60 971126 Exit Short 1 475.00 5914.49 -616.73 -4021.60 MFE = 475.00 MAE = -30.29 475.00 971212 Enter Long 1 -86.01 5828.47 -702.75 -4021.60 971215 Long 1 -98.41 5816.07 -715.15 -4021.60 971216 Long 1 -268.24 5646.25 -884.97 -4021.60 971217 Long 1 -163.41 5751.08 -780.14 -4021.60 971218 Long 1 -280.53 5633.95 -897.27 -4021.60 971219 Long 1 -430.64 5483.84 -1047.38 -4021.60 971222 Long 1 -534.20 5380.29 -1150.93 -4021.60 971223 Long 1 -610.03 5304.46 -1226.76 -4021.60 971224 Long 1 -631.21 5283.27 -1247.95 -4021.60 971225 Long 1 -631.21 5283.27 -1247.95 -4021.60 971226 Long 1 -558.49 5356.00 -1175.23 -4021.60 971229 Long 1 -685.60 5228.89 -1302.33 -4021.60 971230 Long 1 -467.25 5447.24 -1083.98 -4021.60 971231 Long 1 -372.56 5541.93 -989.29 -4021.60 0.00 980102 Long 1 -249.77 5664.71 -866.51 -4021.60 980105 Long 1 -203.55 5710.94 -820.28 -4021.60 980106 Long 1 -464.20 5450.29 -1080.93 -4021.60 980107 Long 1 -344.99 5569.50 -961.72 -4021.60 980108 Long 1 -436.75 5477.74 -1053.48 -4021.60 980109 Long 1 -418.43 5496.06 -1035.16 -4021.60 980112 Long 1 -506.84 5407.65 -1123.57 -4021.60 980113 Long 1 -558.49 5356.00 -1175.23 -4021.60 980114 Long 1 -482.48 5432.01 -1099.21 -4021.60 980115 Long 1 -573.67 5340.82 -1190.40 -4021.60 980116 Long 1 -610.03 5304.46 -1226.76 -4021.60 980119 Long 1 -637.26 5277.22 -1254.00 -4021.60 980120 Long 1 -757.89 5156.60 -1374.62 -4021.60 980121 Long 1 -856.91 5057.57 -1473.65 -4021.60 980122 Long 1 -1098.04 4816.44 -1714.78 -4021.60 980123 Long 1 -1095.09 4819.40 -1711.82 -4021.60 980126 Long 1 -997.16 4917.33 -1613.89 -4021.60 980127 Long 1 -1171.93 4742.56 -1788.66 -4021.60 980128 Long 1 -1245.56 4668.93 -1862.29 -4021.60 980129 Long 1 -1415.41 4499.08 -2032.14 -4021.60 980130 Long 1 -1151.27 4763.22 -1768.00 -4021.60 0.00 980202 Long 1 -1098.04 4816.44 -1714.78 -4021.60 980203 Long 1 -931.62 4982.86 -1548.36 -4021.60 980204 Long 1 -901.77 5012.72 -1518.50 -4021.60 980205 Long 1 -679.56 5234.93 -1296.29 -4021.60 980206 Long 1 -442.85 5471.64 -1059.58 -4021.60 980209 Long 1 -512.92 5401.57 -1129.65 -4021.60 980210 Long 1 -506.84 5407.65 -1123.57 -4021.60 980211 Long 1 -682.58 5231.91 -1299.31 -4021.60 980212 Long 1 -664.47 5250.02 -1281.20 -4021.60 980213 Long 1 -808.96 5105.53 -1425.69 -4021.60 980216 Long 1 -850.92 5063.56 -1467.66 -4021.60 980217 Long 1 -682.58 5231.91 -1299.31 -4021.60 980218 Long 1 -485.53 5428.96 -1102.26 -4021.60 980219 Long 1 -113.91 5800.58 -730.64 -4021.60 980220 Long 1 -76.71 5837.78 -693.44 -4021.60 980223 Long 1 -191.20 5723.28 -807.94 -4021.60 980224 Long 1 -147.95 5766.53 -764.69 -4021.60 980225 Long 1 -101.51 5812.97 -718.25 -4021.60 980226 Long 1 -107.71 5806.77 -724.45 -4021.60 980227 Long 1 -206.63 5707.86 -823.36 -4021.60 0.00 980302 Long 1 -33.23 5881.26 -649.96 -4021.60 980303 Long 1 -163.41 5751.08 -780.14 -4021.60 980304 Long 1 -147.95 5766.53 -764.69 -4021.60 980305 Long 1 -129.39 5785.10 -746.12 -4021.60 980306 Long 1 -36.34 5878.15 -653.07 -4021.60 980309 Long 1 172.91 6087.40 -443.82 -4021.60 980310 Long 1 229.47 6143.95 -387.27 -4021.60 980311 Long 1 260.95 6175.44 -355.78 -4021.60 980312 Long 1 194.89 6109.38 -421.84 -4021.60 980313 Long 1 160.36 6074.85 -456.37 -4021.60 980316 Long 1 119.63 6034.12 -497.10 -4021.60 980317 Long 1 7.22 5921.71 -609.51 -4021.60 980318 Long 1 -67.40 5847.09 -684.13 -4021.60 980319 Long 1 -42.55 5871.93 -659.29 -4021.60 980320 Long 1 -54.98 5859.51 -671.71 -4021.60 980323 Long 1 -61.19 5853.30 -677.92 -4021.60 980324 Long 1 -8.34 5906.15 -625.07 -4021.60 980325 Long 1 226.32 6140.81 -390.41 -4021.60 980326 Long 1 210.60 6125.09 -406.14 -4021.60 980327 Long 1 4.11 5918.60 -612.62 -4021.60 980330 Long 1 -157.23 5757.26 -773.96 -4021.60 980331 Long 1 -42.55 5871.93 -659.29 -4021.60 0.00 980401 Long 1 -20.79 5893.70 -637.52 -4021.60 980402 Long 1 -113.91 5800.58 -730.64 -4021.60 980403 Long 1 -79.81 5834.68 -696.54 -4021.60 980406 Long 1 -70.50 5843.99 -687.23 -4021.60 980407 Long 1 -178.86 5735.63 -795.59 -4021.60 980408 Long 1 -209.72 5704.77 -826.45 -4021.60 980409 Long 1 -277.46 5637.03 -894.19 -4021.60 980410 Long 1 -237.45 5677.03 -854.19 -4021.60 980413 Exit Long 1 -475.00 5439.49 -1091.73 -4021.60 MFE = 260.95 MAE = -1415.41 980413 Enter Short 1 108.49 5547.98 -983.24 -4021.60 980414 Short 1 38.58 5478.06 -1053.16 -4021.60 980415 Short 1 199.36 5638.84 -892.38 -4021.60 980416 Short 1 47.71 5487.19 -1044.03 -4021.60 980417 Short 1 -80.50 5358.98 -1172.24 -4021.60 980420 Short 1 -132.61 5306.88 -1224.35 -4021.60 980421 Short 1 -7.15 5432.34 -1098.88 -4021.60 980422 Short 1 20.30 5459.79 -1071.43 -4021.60 980423 Short 1 135.79 5575.28 -955.94 -4021.60 980424 Short 1 93.31 5532.80 -998.42 -4021.60 980427 Short 1 202.38 5641.86 -889.36 -4021.60 980428 Short 1 256.71 5696.20 -835.02 -4021.60 980429 Short 1 157.00 5596.49 -934.73 -4021.60 980430 Short 1 -22.41 5417.08 -1114.14 -4021.60 -475.00 980501 Short 1 78.12 5517.61 -1013.61 -4021.60 980504 Short 1 75.08 5514.57 -1016.65 -4021.60 980505 Short 1 262.73 5702.22 -829.00 -4021.60 980506 Short 1 211.44 5650.93 -880.29 -4021.60 980507 Short 1 181.21 5620.70 -910.52 -4021.60 980508 Short 1 147.92 5587.40 -943.82 -4021.60 980511 Short 1 114.56 5554.05 -977.17 -4021.60 980512 Short 1 69.00 5508.49 -1022.73 -4021.60 980513 Short 1 391.94 5831.43 -699.79 -4021.60 980514 Exit Short 1 475.00 5914.49 -616.73 -4021.60 MFE = 475.00 MAE = -132.61 980526 Enter Short 1 11.50 5925.99 -605.23 -4021.60 980527 Short 1 -15.11 5899.38 -631.85 -4021.60 980528 Short 1 17.41 5931.89 -599.33 -4021.60 980529 Short 1 79.36 5993.84 -537.38 -4021.60 475.00 980601 Short 1 138.19 6052.68 -478.54 -4021.60 980602 Short 1 -86.24 5828.24 -702.98 -4021.60 980603 Short 1 -29.91 5884.57 -646.65 -4021.60 980604 Short 1 5.59 5920.08 -611.14 -4021.60 980605 Short 1 102.91 6017.40 -513.82 -4021.60 980608 Short 1 105.85 6020.34 -510.88 -4021.60 980609 Short 1 179.28 6093.77 -437.45 -4021.60 980610 Short 1 345.76 6260.25 -270.97 -4021.60 980611 Exit Short 1 475.00 6389.49 -141.73 -4021.60 MFE = 475.00 MAE = -86.24 475.00 980715 Enter Short 1 68.28 6457.77 -73.45 -4021.60 980716 Short 1 71.10 6460.59 -70.63 -4021.60 980717 Short 1 51.34 6440.83 -90.39 -4021.60 980720 Short 1 85.20 6474.69 -56.53 -4021.60 980721 Short 1 158.38 6547.87 0.00 -4021.60 980722 Short 1 262.07 6651.56 0.00 -4021.60 980723 Short 1 273.25 6662.74 0.00 -4021.60 980724 Short 1 354.12 6743.61 0.00 -4021.60 980727 Exit Short 1 475.00 6864.49 0.00 -4021.60 MFE = 475.00 MAE = 0.00 475.00 980806 Enter Short 1 72.70 6937.19 0.00 -4021.60 980807 Short 1 -158.45 6706.04 -231.15 -4021.60 980810 Short 1 -247.84 6616.65 -320.54 -4021.60 980811 Short 1 -117.94 6746.55 -190.65 -4021.60 980812 Short 1 -185.49 6679.00 -258.20 -4021.60 980813 Short 1 -201.74 6662.75 -274.44 -4021.60 980814 Short 1 -255.99 6608.50 -328.69 -4021.60 980817 Short 1 -21.05 6843.43 -93.76 -4021.60 980818 Short 1 40.61 6905.10 -32.09 -4021.60 980819 Short 1 166.04 7030.52 0.00 -4021.60 980820 Short 1 134.09 6998.57 -31.95 -4021.60 980821 Short 1 393.57 7258.05 0.00 -4021.60 980824 Exit Short 1 475.00 7339.49 0.00 -4021.60 MFE = 475.00 MAE = -255.99 980826 Enter Short 1 30.35 7369.84 0.00 -4021.60 980827 Exit Short 1 475.00 7814.49 0.00 -4021.60 MFE = 475.00 MAE = 0.00 950.00 980930 Enter Short 1 69.84 7884.33 0.00 -4021.60 0.00 981001 Exit Short 1 475.00 8289.49 0.00 -4021.60 MFE = 475.00 MAE = 0.00 981007 Exit Long 1 475.00 8764.49 0.00 -4021.60 MFE = 475.00 MAE = 0.00 950.00 981125 Enter Long 1 -12.27 8752.22 0.00 -4021.60 981126 Exit Long 1 475.00 9239.49 0.00 -4021.60 MFE = 475.00 MAE = -12.27 475.00 981231 Enter Long 1 138.02 9377.50 0.00 -4021.60 0.00 990104 Long 1 335.28 9574.77 0.00 -4021.60 990105 Exit Long 1 475.00 9714.49 0.00 -4021.60 MFE = 475.00 MAE = 0.00 990113 Exit Short 1 475.00 10189.49 0.00 -4021.60 MFE = 475.00 MAE = 0.00 950.00 990204 Enter Long 1 57.24 10246.72 0.00 -4021.60 990205 Long 1 62.86 10252.35 0.00 -4021.60 990208 Long 1 40.36 10229.85 -22.50 -4021.60 990209 Long 1 -77.37 10112.12 -140.23 -4021.60 990210 Long 1 99.48 10288.97 0.00 -4021.60 990211 Long 1 6.66 10196.15 -92.82 -4021.60 990212 Long 1 34.74 10224.23 -64.74 -4021.60 990215 Long 1 -7.37 10182.12 -106.85 -4021.60 990216 Exit Long 1 -262.50 9926.99 -262.50 -4021.60 MFE = 99.48 MAE = -262.50 990216 Enter Short 1 -182.50 9744.48 -544.49 -4021.60 990217 Short 1 -34.72 9892.27 -396.70 -4021.60 990218 Short 1 -413.23 9513.76 -775.21 -4021.60 990219 Short 1 -421.72 9505.27 -783.70 -4021.60 990222 Short 1 -185.31 9741.68 -547.29 -4021.60 990223 Short 1 -160.13 9766.86 -522.11 -4021.60 990224 Short 1 -43.06 9883.93 -405.04 -4021.60 990225 Short 1 227.58 10154.56 -134.41 -4021.60 990226 Short 1 244.03 10171.02 -117.95 -4021.60 -262.50 990301 Exit Short 1 475.00 10401.99 0.00 -4021.60 MFE = 475.00 MAE = -421.72 990322 Enter Long 1 115.47 10517.45 0.00 -4021.60 990323 Long 1 2.37 10404.36 -113.10 -4021.60 990324 Long 1 5.12 10407.11 -110.34 -4021.60 990325 Long 1 -5.88 10396.11 -121.34 -4021.60 990326 Long 1 -167.49 10234.50 -282.95 -4021.60 990329 Long 1 -202.93 10199.06 -318.39 -4021.60 990330 Long 1 -112.85 10289.14 -228.31 -4021.60 990331 Long 1 -44.34 10357.65 -159.81 -4021.60 475.00 990401 Long 1 251.44 10653.43 0.00 -4021.60 990402 Long 1 276.51 10678.50 0.00 -4021.60 990405 Long 1 132.07 10534.06 -144.44 -4021.60 990406 Long 1 165.31 10567.30 -111.20 -4021.60 990407 Long 1 243.09 10645.08 -33.42 -4021.60 990408 Long 1 245.88 10647.86 -30.64 -4021.60 990409 Long 1 204.17 10606.16 -72.35 -4021.60 990412 Long 1 433.20 10835.19 0.00 -4021.60 990413 Exit Long 1 475.00 10876.99 0.00 -4021.60 MFE = 475.00 MAE = -202.93 475.00 990601 Enter Short 1 9.67 10886.66 0.00 -4021.60 990602 Short 1 -101.33 10775.65 -111.01 -4021.60 990603 Short 1 -204.32 10672.67 -213.99 -4021.60 990604 Short 1 -382.86 10494.13 -392.53 -4021.60 990607 Short 1 -463.99 10413.00 -473.66 -4021.60 990608 Short 1 -218.66 10658.33 -228.33 -4021.60 990609 Short 1 -299.16 10577.83 -308.83 -4021.60 990610 Short 1 -595.03 10281.96 -604.70 -4021.60 990611 Short 1 -633.03 10243.96 -642.70 -4021.60 990614 Short 1 -659.38 10217.61 -669.05 -4021.60 990615 Short 1 -580.43 10296.56 -590.10 -4021.60 990616 Short 1 -691.64 10185.35 -701.31 -4021.60 990617 Short 1 -609.64 10267.35 -619.31 -4021.60 990618 Short 1 -560.01 10316.98 -569.68 -4021.60 990621 Short 1 -362.63 10514.36 -372.30 -4021.60 990622 Short 1 -385.76 10491.23 -395.43 -4021.60 990623 Short 1 -325.10 10551.88 -334.78 -4021.60 990624 Short 1 -333.76 10543.23 -343.43 -4021.60 990625 Short 1 -516.31 10360.68 -525.98 -4021.60 990628 Short 1 -414.70 10462.29 -424.37 -4021.60 990629 Short 1 -161.34 10715.64 -171.02 -4021.60 990630 Short 1 -609.64 10267.35 -619.31 -4021.60 0.00 990701 Short 1 -296.29 10580.70 -305.96 -4021.60 990702 Short 1 -580.43 10296.56 -590.10 -4021.60 990705 Short 1 -449.48 10427.51 -459.15 -4021.60 990706 Short 1 -348.19 10528.80 -357.86 -4021.60 990707 Short 1 -403.12 10473.87 -412.79 -4021.60 990708 Short 1 -356.86 10520.13 -366.53 -4021.60 9